-22.9%
RCL vs MXL
+329.6%
-352.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.1% |
| 7D | -2.5% | +16.6% | -19.1% | -3.3% |
| 30D | -15.7% | +0.5% | -16.1% | -15.9% |
| 3M | -3.6% | -3.6% | 0.0% | -4.9% |
| 6M | -8.7% | +328.0% | -336.7% | -30.8% |
| YTD | -6.2% | +297.8% | -304.0% | -28.0% |
| 1Y | -22.9% | +339.4% | -362.3% | -42.7% |
| All | -22.9% | +329.6% | -352.5% | -42.7% |
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