+32.8%
MXL vs ROP
-16.6%
+49.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.9% |
| 7D | +16.6% | -8.0% | +24.6% | +18.8% |
| 30D | +0.5% | -2.7% | +3.2% | +0.7% |
| 3M | -3.6% | +16.6% | -20.2% | -12.0% |
| 6M | +328.0% | +10.4% | +317.7% | +294.2% |
| YTD | +297.8% | -12.1% | +309.9% | +329.3% |
| 1Y | +339.4% | -23.6% | +363.0% | +431.5% |
| 3Y | +201.7% | -19.3% | +221.1% | +237.5% |
| 5Y | +32.8% | -15.4% | +48.1% | +37.3% |
| All | +32.8% | -16.6% | +49.3% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling