+293.8%
RCL vs MXL
-14.5%
+308.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.3% | -3.7% |
| 7D | -0.2% | +33.1% | -33.3% | -5.1% |
| 30D | +14.4% | -33.5% | +47.9% | +20.4% |
| 3M | +5.2% | -20.7% | +25.8% | +5.9% |
| 6M | +26.1% | -35.9% | +62.0% | +26.4% |
| YTD | +17.4% | +238.3% | -220.9% | -26.1% |
| 1Y | +24.7% | +296.2% | -271.6% | -25.2% |
| 3Y | +250.9% | +254.1% | -3.2% | +86.0% |
| 5Y | +293.8% | -14.1% | +308.0% | +211.2% |
| All | +293.8% | -14.5% | +308.4% | +211.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling