+119.0%
MXL vs ROIV
+298.2%
-179.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.3% |
| 7D | +19.0% | +22.3% | -3.3% | +13.3% |
| 30D | +4.5% | +16.9% | -12.4% | +0.4% |
| 3M | -1.5% | +43.9% | -45.4% | -9.2% |
| 6M | +348.6% | +41.6% | +307.0% | +312.3% |
| YTD | +310.3% | +92.7% | +217.6% | +249.3% |
| 1Y | +344.7% | +210.2% | +134.6% | +237.8% |
| 3Y | +211.2% | +231.8% | -20.6% | +127.8% |
| 5Y | +34.8% | +319.8% | -284.9% | -12.0% |
| All | +119.0% | +298.2% | -179.2% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling