+303.5%
MXL vs ROK
+29.3%
+274.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.4% |
| 7D | +1.6% | +0.7% | +1.0% | +1.2% |
| 30D | -7.0% | -3.3% | -3.7% | -4.0% |
| 3M | -33.4% | -5.9% | -27.5% | -28.9% |
| 6M | +260.2% | +13.9% | +246.3% | +231.0% |
| YTD | +260.0% | +12.6% | +247.4% | +220.8% |
| 1Y | +303.5% | +28.6% | +274.9% | +183.1% |
| All | +303.5% | +29.3% | +274.1% | +183.1% |
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