+189.4%
MXL vs ROIV
+253.6%
-64.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +18.8% | -12.8% | -0.6% |
| 7D | +15.5% | +20.2% | -4.7% | +7.8% |
| 30D | -11.3% | +14.1% | -25.5% | -15.9% |
| 3M | -16.1% | +45.6% | -61.7% | -25.9% |
| 6M | +323.0% | +44.1% | +278.9% | +271.2% |
| YTD | +281.5% | +91.2% | +190.4% | +197.5% |
| 1Y | +319.3% | +221.3% | +98.0% | +162.1% |
| 3Y | +189.4% | +229.2% | -39.8% | +60.8% |
| All | +189.4% | +253.6% | -64.2% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling