+235.5%
MXL vs RVTY
+488.8%
-253.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.8% |
| 7D | +1.6% | +1.1% | +0.5% | +0.9% |
| 30D | -7.0% | +13.2% | -20.2% | -15.2% |
| 3M | -33.4% | +27.2% | -60.7% | -44.5% |
| 6M | +260.2% | +32.4% | +227.8% | +186.0% |
| YTD | +260.0% | +34.9% | +225.1% | +178.5% |
| 1Y | +303.5% | +52.4% | +251.1% | +184.3% |
| 3Y | +160.4% | +12.3% | +148.2% | +118.2% |
| 5Y | +14.7% | -30.8% | +45.5% | +39.1% |
| 10Y | +215.6% | +150.7% | +64.9% | +37.2% |
| All | +235.5% | +488.8% | -253.3% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling