+71.2%
MXL vs ROIV
+287.3%
-216.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.6% | +9.1% | +12.6% |
| 7D | -8.8% | +13.3% | -22.2% | -11.3% |
| 30D | -41.9% | +14.8% | -56.6% | -43.6% |
| 3M | -25.4% | +11.9% | -37.3% | -27.6% |
| 6M | -44.0% | +42.4% | -86.4% | -48.3% |
| YTD | +220.8% | +87.4% | +133.3% | +175.1% |
| 1Y | +278.8% | +97.2% | +181.6% | +220.3% |
| 3Y | +249.4% | +375.7% | -126.2% | +142.2% |
| 5Y | -17.3% | +379.0% | -396.4% | -50.0% |
| All | +71.2% | +287.3% | -216.1% | +16.7% |
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