+206.1%
MXL vs ROK
+48.6%
+157.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.2% |
| 7D | +16.6% | -1.6% | +18.2% | +18.0% |
| 30D | +0.5% | -5.4% | +5.9% | +5.2% |
| 3M | -3.6% | -4.0% | +0.3% | +0.9% |
| 6M | +328.0% | +13.3% | +314.7% | +292.2% |
| YTD | +297.8% | +9.3% | +288.5% | +272.5% |
| 1Y | +339.4% | +25.8% | +313.6% | +273.2% |
| All | +206.1% | +48.6% | +157.5% | +114.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling