+229.2%
MXL vs RVMD
+537.4%
-308.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | +18.9% | -3.0% | +21.8% | +19.5% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | -8.0% | +36.5% | -44.6% | -12.4% |
| 6M | +341.2% | +104.6% | +236.6% | +288.0% |
| YTD | +327.8% | +155.8% | +172.0% | +257.1% |
| 1Y | +364.9% | +340.7% | +24.2% | +246.4% |
| 3Y | +229.2% | +519.9% | -290.7% | +124.7% |
| All | +229.2% | +537.4% | -308.2% | +124.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling