+255.6%
MXL vs RVTY
+474.6%
-219.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.4% | +8.4% | +7.7% |
| 7D | +15.5% | +0.4% | +15.1% | +15.0% |
| 30D | -11.3% | +10.8% | -22.1% | -18.0% |
| 3M | -16.1% | +26.8% | -42.9% | -30.3% |
| 6M | +323.0% | +39.3% | +283.7% | +222.8% |
| YTD | +281.5% | +31.6% | +249.9% | +199.9% |
| 1Y | +319.3% | +47.7% | +271.6% | +201.8% |
| 3Y | +189.4% | +19.9% | +169.5% | +129.8% |
| 5Y | +26.0% | -32.3% | +58.3% | +55.0% |
| 10Y | +243.5% | +138.4% | +105.1% | +54.9% |
| All | +255.6% | +474.6% | -219.0% | -22.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling