+297.0%
MXL vs ROP
+10.4%
+286.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.9% | -15.1% | -5.8% |
| 7D | -24.3% | +11.7% | -36.0% | -11.1% |
| 30D | -46.1% | +35.5% | -81.6% | -17.0% |
| 3M | -21.8% | +25.6% | -47.5% | +12.4% |
| 6M | -27.2% | +39.3% | -66.5% | +24.4% |
| YTD | +226.2% | +11.6% | +214.5% | +474.6% |
| 1Y | +297.0% | +10.6% | +286.4% | +608.9% |
| All | +297.0% | +10.4% | +286.6% | +608.9% |
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