+302.4%
MXL vs RVTY
+145.6%
+156.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.8% | +5.6% |
| 7D | +18.9% | -4.5% | +23.4% | +22.5% |
| 30D | +0.3% | +5.5% | -5.1% | -3.8% |
| 3M | -8.0% | +22.5% | -30.6% | -21.0% |
| 6M | +341.2% | +38.9% | +302.4% | +240.6% |
| YTD | +327.8% | +28.7% | +299.1% | +244.4% |
| 1Y | +364.9% | +45.5% | +319.4% | +241.7% |
| 3Y | +229.2% | +16.4% | +212.9% | +169.5% |
| 5Y | +42.8% | -32.7% | +75.5% | +78.4% |
| All | +302.4% | +145.6% | +156.8% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling