+297.0%
MXL vs ROK
+25.3%
+271.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -0.6% | -10.6% | -10.6% |
| 7D | -24.3% | 0.0% | -24.4% | -24.3% |
| 30D | -46.1% | -2.5% | -43.6% | -44.6% |
| 3M | -21.8% | 0.0% | -21.8% | -20.8% |
| 6M | -27.2% | +11.6% | -38.8% | -27.9% |
| YTD | +226.2% | +15.2% | +211.0% | +198.4% |
| 1Y | +297.0% | +25.0% | +272.0% | +228.0% |
| All | +297.0% | +25.3% | +271.7% | +228.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling