+235.5%
MXL vs RRC
-2.9%
+238.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.8% |
| 7D | +1.6% | +1.3% | +0.3% | +1.3% |
| 30D | -7.0% | +10.1% | -17.1% | -9.5% |
| 3M | -33.4% | +4.0% | -37.4% | -34.4% |
| 6M | +260.2% | +1.6% | +258.6% | +255.3% |
| YTD | +260.0% | +19.7% | +240.2% | +239.2% |
| 1Y | +303.5% | +21.4% | +282.1% | +277.8% |
| 3Y | +160.4% | +29.7% | +130.8% | +142.5% |
| 5Y | +14.7% | +153.9% | -139.2% | -12.3% |
| 10Y | +215.6% | +10.8% | +204.8% | +133.0% |
| All | +235.5% | -2.9% | +238.4% | +132.1% |
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 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