+364.9%
MXL vs ROK
+27.3%
+337.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.9% | +6.1% |
| 7D | +18.9% | -1.2% | +20.1% | +20.1% |
| 30D | +0.3% | -4.8% | +5.1% | +4.9% |
| 3M | -8.0% | -6.1% | -1.9% | -1.5% |
| 6M | +341.2% | +15.5% | +325.8% | +298.3% |
| YTD | +327.8% | +11.2% | +316.7% | +283.1% |
| 1Y | +364.9% | +23.8% | +341.1% | +222.8% |
| All | +364.9% | +27.3% | +337.6% | +222.8% |
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