+297.0%
MXL vs RVMD
+244.4%
+52.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.8% | -13.9% | -11.5% |
| 7D | -24.3% | +5.8% | -30.2% | -25.0% |
| 30D | -46.1% | -3.8% | -42.3% | -45.9% |
| 3M | -21.8% | +3.2% | -25.0% | -22.2% |
| 6M | -27.2% | +35.0% | -62.3% | -28.5% |
| YTD | +226.2% | +150.7% | +75.4% | +217.3% |
| 1Y | +297.0% | +241.0% | +56.0% | +218.4% |
| All | +297.0% | +244.4% | +52.6% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling