+303.5%
MXL vs ROP
-21.5%
+324.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.6% | +9.1% | +2.0% |
| 7D | +1.6% | -4.4% | +6.1% | -2.7% |
| 30D | -7.0% | +3.2% | -10.2% | -3.3% |
| 3M | -33.4% | +23.1% | -56.5% | -17.9% |
| 6M | +260.2% | +13.3% | +246.9% | +333.2% |
| YTD | +260.0% | -7.9% | +267.8% | +350.4% |
| 1Y | +303.5% | -22.1% | +325.5% | +439.1% |
| All | +303.5% | -21.5% | +324.9% | +439.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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