-25.1%
RCL vs MXL
+316.6%
-341.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -0.4% |
| 7D | -5.1% | +1.6% | -6.7% | -5.2% |
| 30D | -19.0% | -7.0% | -12.0% | -18.9% |
| 3M | -9.6% | -33.4% | +23.8% | -8.6% |
| 6M | -6.7% | +260.2% | -266.9% | -27.9% |
| YTD | -3.9% | +260.0% | -263.9% | -25.8% |
| 1Y | -25.1% | +303.5% | -328.6% | -44.1% |
| All | -25.1% | +316.6% | -341.7% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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