+775.3%
MXL vs RNG
+305.9%
+469.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +7.7% |
| 7D | +19.0% | -4.1% | +23.0% | +20.0% |
| 30D | +4.5% | +8.6% | -4.2% | +1.4% |
| 3M | -1.5% | +78.0% | -79.5% | -20.9% |
| 6M | +348.6% | +67.0% | +281.6% | +264.7% |
| YTD | +310.3% | +142.4% | +167.8% | +188.4% |
| 1Y | +344.7% | +120.4% | +224.3% | +222.1% |
| 3Y | +211.2% | +122.1% | +89.1% | +113.5% |
| 5Y | +34.8% | -69.8% | +104.7% | +46.8% |
| 10Y | +286.5% | +223.4% | +63.2% | +103.1% |
| All | +775.3% | +305.9% | +469.4% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling