+26.1%
RCL vs MXL
-40.1%
+66.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.3% | -3.9% |
| 7D | -0.2% | +33.1% | -33.3% | -1.7% |
| 30D | +14.4% | -33.5% | +47.9% | +15.9% |
| 3M | +5.2% | -20.7% | +25.8% | +5.9% |
| 6M | +26.1% | -35.9% | +62.0% | +23.9% |
| All | +26.1% | -40.1% | +66.3% | +23.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling