+238.5%
MXL vs RRC
+60.0%
+178.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.8% |
| 7D | +13.4% | +6.4% | +7.0% | +9.8% |
| 30D | -29.2% | +23.9% | -53.1% | -36.7% |
| 3M | -27.2% | +30.2% | -57.4% | -37.4% |
| 6M | -36.4% | +26.3% | -62.7% | -44.8% |
| YTD | +220.0% | +48.1% | +171.9% | +140.0% |
| 1Y | +304.8% | +37.7% | +267.1% | +218.7% |
| 3Y | +238.5% | +60.3% | +178.2% | +131.1% |
| All | +238.5% | +60.0% | +178.5% | +131.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling