+28.9%
RCL vs MXL
+277.9%
-249.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.4% | +5.8% | +0.7% |
| 7D | -1.2% | +13.4% | -14.6% | -1.9% |
| 30D | +17.8% | -29.2% | +47.1% | +19.3% |
| 3M | +4.9% | -27.2% | +32.2% | +5.8% |
| 6M | +23.7% | -36.4% | +60.1% | +24.3% |
| YTD | +17.8% | +220.0% | -202.2% | -8.9% |
| 1Y | +28.9% | +304.8% | -275.9% | +2.5% |
| All | +28.9% | +277.9% | -249.0% | +2.5% |
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