+348.6%
MXL vs RNG
+68.7%
+279.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +7.4% |
| 7D | +19.0% | -4.1% | +23.0% | +18.3% |
| 30D | +4.5% | +8.6% | -4.2% | +5.9% |
| 3M | -1.5% | +78.0% | -79.5% | +1.9% |
| 6M | +348.6% | +67.0% | +281.6% | +339.8% |
| All | +348.6% | +68.7% | +279.9% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling