+229.2%
MXL vs RSG
+57.7%
+171.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.8% | +7.9% |
| 7D | +18.9% | 0.0% | +18.8% | +18.8% |
| 30D | +0.3% | +4.0% | -3.6% | +2.1% |
| 3M | -8.0% | +7.4% | -15.4% | -5.7% |
| 6M | +341.2% | +0.1% | +341.1% | +359.9% |
| YTD | +327.8% | +6.0% | +321.8% | +335.0% |
| 1Y | +364.9% | -3.0% | +367.9% | +394.2% |
| 3Y | +229.2% | +56.5% | +172.7% | +199.0% |
| All | +229.2% | +57.7% | +171.5% | +199.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling