+83.6%
MXL vs ROIV
+298.6%
-215.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.6% | +9.8% | +11.0% |
| 7D | +5.5% | +9.5% | -4.0% | +3.6% |
| 30D | -32.6% | +21.0% | -53.6% | -35.5% |
| 3M | -13.1% | +18.7% | -31.9% | -16.8% |
| 6M | -41.4% | +44.5% | -85.9% | -46.1% |
| YTD | +243.9% | +92.9% | +151.1% | +192.9% |
| 1Y | +305.1% | +100.2% | +204.8% | +241.2% |
| 3Y | +260.1% | +375.0% | -115.0% | +149.2% |
| 5Y | -12.1% | +435.2% | -447.2% | -47.4% |
| All | +83.6% | +298.6% | -215.0% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling