+40.4%
MXL vs RVMD
+576.1%
-535.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | +18.9% | -3.0% | +21.8% | +19.7% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | -8.0% | +36.5% | -44.6% | -14.4% |
| 6M | +341.2% | +104.6% | +236.6% | +263.7% |
| YTD | +327.8% | +155.8% | +172.0% | +225.9% |
| 1Y | +364.9% | +340.7% | +24.2% | +204.0% |
| 3Y | +229.2% | +519.9% | -290.7% | +83.0% |
| All | +40.4% | +576.1% | -535.7% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling