+303.5%
MXL vs RVMD
+430.6%
-127.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +1.6% | +1.0% | +0.6% | +1.5% |
| 30D | -7.0% | +6.4% | -13.4% | -7.7% |
| 3M | -33.4% | +34.9% | -68.3% | -35.0% |
| 6M | +260.2% | +107.6% | +152.6% | +237.7% |
| YTD | +260.0% | +163.7% | +96.3% | +236.7% |
| 1Y | +303.5% | +439.2% | -135.7% | +228.9% |
| All | +303.5% | +430.6% | -127.1% | +228.9% |
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