+303.5%
MXL vs RVTY
+57.1%
+246.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.7% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | -7.0% | +13.2% | -20.2% | -11.2% |
| 3M | -33.4% | +27.2% | -60.7% | -39.2% |
| 6M | +260.2% | +32.4% | +227.8% | +227.3% |
| YTD | +260.0% | +34.9% | +225.1% | +216.4% |
| 1Y | +303.5% | +52.4% | +251.1% | +222.0% |
| All | +303.5% | +57.1% | +246.4% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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