-18.1%
MXL vs ROIV
+403.5%
-421.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -4.1% |
| 7D | -15.9% | +14.3% | -30.1% | -18.5% |
| 30D | -44.0% | +16.2% | -60.2% | -46.0% |
| 3M | -21.3% | +15.1% | -36.5% | -24.4% |
| 6M | -46.1% | +44.2% | -90.3% | -50.7% |
| YTD | +208.8% | +89.8% | +119.0% | +160.6% |
| 1Y | +255.5% | +94.6% | +161.0% | +197.4% |
| 3Y | +223.3% | +367.5% | -144.2% | +117.5% |
| 5Y | -18.1% | +421.4% | -439.5% | -54.0% |
| All | -18.1% | +403.5% | -421.6% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling