+92.1%
MXL vs ROIV
+232.7%
-140.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +5.2% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | -7.0% | +1.0% | -8.0% | -7.3% |
| 3M | -33.4% | +18.3% | -51.7% | -35.6% |
| 6M | +260.2% | +18.3% | +241.8% | +246.0% |
| YTD | +260.0% | +61.0% | +199.0% | +220.3% |
| 1Y | +303.5% | +177.9% | +125.6% | +215.2% |
| 3Y | +160.4% | +199.1% | -38.6% | +96.4% |
| 5Y | +14.7% | +250.7% | -236.0% | -21.8% |
| All | +92.1% | +232.7% | -140.6% | +35.9% |
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