+255.6%
MXL vs ROK
+953.1%
-697.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.1% | +7.1% | +6.8% |
| 7D | +15.5% | +2.8% | +12.7% | +13.3% |
| 30D | -11.3% | -2.4% | -8.9% | -9.3% |
| 3M | -16.1% | -4.7% | -11.4% | -12.3% |
| 6M | +323.0% | +16.8% | +306.3% | +280.3% |
| YTD | +281.5% | +11.4% | +270.2% | +253.2% |
| 1Y | +319.3% | +26.2% | +293.1% | +258.3% |
| 3Y | +189.4% | +51.9% | +137.5% | +111.5% |
| 5Y | +26.0% | +46.4% | -20.4% | -6.4% |
| 10Y | +243.5% | +343.5% | -100.0% | +23.7% |
| All | +255.6% | +953.1% | -697.5% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling