+40.4%
MXL vs RRC
+142.8%
-102.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.1% | +8.1% |
| 7D | +18.9% | -1.8% | +20.6% | +19.5% |
| 30D | +0.3% | +2.7% | -2.3% | -0.9% |
| 3M | -8.0% | +8.8% | -16.9% | -11.7% |
| 6M | +341.2% | -1.2% | +342.4% | +336.7% |
| YTD | +327.8% | +17.6% | +310.3% | +293.3% |
| 1Y | +364.9% | +18.4% | +346.5% | +324.1% |
| 3Y | +229.2% | +33.1% | +196.1% | +193.9% |
| All | +40.4% | +142.8% | -102.4% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling