+227.1%
RCL vs MXL
+34.9%
+192.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.5% | -9.3% | -3.1% |
| 7D | -2.2% | +19.0% | -21.2% | -5.2% |
| 30D | -15.7% | +4.5% | -20.1% | -16.9% |
| 3M | -8.0% | -1.5% | -6.5% | -11.9% |
| 6M | -10.1% | +348.6% | -358.8% | -44.6% |
| YTD | -5.9% | +310.3% | -316.2% | -40.9% |
| 1Y | -23.5% | +344.7% | -368.2% | -53.7% |
| 3Y | +174.4% | +211.2% | -36.8% | +59.8% |
| 5Y | +227.1% | +34.8% | +192.3% | +149.0% |
| All | +227.1% | +34.9% | +192.2% | +149.0% |
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