+198.3%
MXL vs RRC
+20.1%
+178.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +13.4% | +6.4% | +7.0% | +11.6% |
| 30D | -29.2% | +23.9% | -53.1% | -33.0% |
| 3M | -27.2% | +30.2% | -57.4% | -32.3% |
| 6M | -36.4% | +26.3% | -62.7% | -40.6% |
| YTD | +220.0% | +48.1% | +171.9% | +184.6% |
| 1Y | +304.8% | +37.7% | +267.1% | +266.2% |
| 3Y | +238.5% | +60.3% | +178.2% | +198.6% |
| 5Y | -18.8% | +135.3% | -154.1% | -37.0% |
| 10Y | +163.1% | +73.3% | +89.8% | +74.0% |
| All | +198.3% | +20.1% | +178.2% | +94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling