+198.3%
MXL vs ROP
+819.1%
-620.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.7% |
| 7D | +13.4% | +0.7% | +12.7% | +12.9% |
| 30D | -29.2% | +28.8% | -58.0% | -41.1% |
| 3M | -27.2% | +21.1% | -48.3% | -38.2% |
| 6M | -36.4% | +52.5% | -89.0% | -56.9% |
| YTD | +220.0% | +8.9% | +211.2% | +172.0% |
| 1Y | +304.8% | +8.2% | +296.6% | +245.5% |
| 3Y | +238.5% | -5.2% | +243.6% | +214.6% |
| 5Y | -18.8% | +1.7% | -20.5% | -28.8% |
| 10Y | +163.1% | +185.4% | -22.3% | +0.8% |
| All | +198.3% | +819.1% | -620.8% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling