+32.8%
MXL vs RVTY
-34.5%
+67.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -1.6% |
| 7D | +16.6% | -7.4% | +24.1% | +22.1% |
| 30D | +0.5% | +4.5% | -4.0% | -2.8% |
| 3M | -3.6% | +19.5% | -23.1% | -15.0% |
| 6M | +328.0% | +34.1% | +293.9% | +243.8% |
| YTD | +297.8% | +25.3% | +272.6% | +231.0% |
| 1Y | +339.4% | +47.0% | +292.4% | +226.0% |
| 3Y | +201.7% | +14.1% | +187.6% | +153.7% |
| 5Y | +32.8% | -34.6% | +67.3% | +69.5% |
| All | +32.8% | -34.5% | +67.3% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling