+270.8%
MXL vs RSG
+984.5%
-713.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.7% |
| 7D | +16.6% | -1.8% | +18.4% | +17.8% |
| 30D | +0.5% | +2.8% | -2.3% | -1.6% |
| 3M | -3.6% | +4.3% | -7.9% | -8.7% |
| 6M | +328.0% | -0.5% | +328.6% | +311.2% |
| YTD | +297.8% | +5.2% | +292.6% | +265.8% |
| 1Y | +339.4% | -2.1% | +341.6% | +322.2% |
| 3Y | +201.7% | +56.5% | +145.2% | +101.7% |
| 5Y | +32.8% | +89.5% | -56.7% | -24.6% |
| 10Y | +274.8% | +424.8% | -150.0% | -2.4% |
| All | +270.8% | +984.5% | -713.7% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling