+302.4%
MXL vs RRC
+4.9%
+297.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.1% | +7.9% |
| 7D | +18.9% | -1.8% | +20.6% | +19.3% |
| 30D | +0.3% | +2.7% | -2.3% | -0.5% |
| 3M | -8.0% | +8.8% | -16.9% | -10.6% |
| 6M | +341.2% | -1.2% | +342.4% | +338.3% |
| YTD | +327.8% | +17.6% | +310.3% | +304.8% |
| 1Y | +364.9% | +18.4% | +346.5% | +338.0% |
| 3Y | +229.2% | +33.1% | +196.1% | +205.2% |
| 5Y | +42.8% | +148.2% | -105.4% | +11.7% |
| All | +302.4% | +4.9% | +297.5% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling