+879.5%
RCL vs MXL
+249.5%
+630.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.7% | -1.5% |
| 7D | -5.1% | +1.6% | -6.7% | -5.5% |
| 30D | -19.0% | -7.0% | -12.0% | -18.5% |
| 3M | -9.6% | -33.4% | +23.8% | -6.4% |
| 6M | -6.7% | +260.2% | -266.9% | -46.4% |
| YTD | -3.9% | +260.0% | -263.9% | -45.1% |
| 1Y | -25.1% | +303.5% | -328.6% | -59.5% |
| 3Y | +179.1% | +160.4% | +18.7% | +48.4% |
| 5Y | +243.3% | +14.7% | +228.6% | +120.3% |
| 10Y | +325.8% | +215.6% | +110.2% | +73.4% |
| All | +879.5% | +249.5% | +630.0% | +255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling