+302.4%
MXL vs RSG
+428.9%
-126.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.8% | +7.2% |
| 7D | +18.9% | 0.0% | +18.8% | +18.9% |
| 30D | +0.3% | +4.0% | -3.6% | -1.9% |
| 3M | -8.0% | +7.4% | -15.4% | -13.5% |
| 6M | +341.2% | +0.1% | +341.1% | +326.4% |
| YTD | +327.8% | +6.0% | +321.8% | +295.9% |
| 1Y | +364.9% | -3.0% | +367.9% | +354.7% |
| 3Y | +229.2% | +56.5% | +172.7% | +122.3% |
| 5Y | +42.8% | +90.9% | -48.2% | -19.1% |
| All | +302.4% | +428.9% | -126.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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