+297.0%
MXL vs ROIV
+97.8%
+199.2%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.1% | -17.2% | -12.6% |
| 7D | -24.3% | +3.0% | -27.4% | -25.0% |
| 30D | -46.1% | +6.8% | -53.0% | -47.1% |
| 3M | -21.8% | +10.5% | -32.3% | -24.4% |
| 6M | -27.2% | +34.8% | -62.0% | -29.9% |
| YTD | +226.2% | +76.2% | +150.0% | +184.2% |
| 1Y | +297.0% | +92.4% | +204.6% | +232.7% |
| All | +297.0% | +97.8% | +199.2% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling