+11.1%
RDW vs MXL
+276.5%
-265.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -11.1% | +6.2% | -2.3% |
| 7D | -14.3% | -24.3% | +10.0% | -8.7% |
| 30D | -26.0% | -46.1% | +20.1% | -15.4% |
| 3M | -27.4% | -21.8% | -5.6% | -24.2% |
| 6M | -10.6% | -27.2% | +16.6% | -5.0% |
| YTD | +1.6% | +226.2% | -224.6% | -35.2% |
| 1Y | +11.1% | +297.0% | -285.9% | -38.9% |
| All | +11.1% | +276.5% | -265.4% | -38.9% |
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 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