+25.7%
RDW vs MXL
+366.1%
-340.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.5% | -9.8% | -3.9% |
| 7D | +0.9% | +18.9% | -18.0% | -3.1% |
| 30D | -21.3% | +0.3% | -21.6% | -21.8% |
| 3M | -37.9% | -8.0% | -29.8% | -37.9% |
| 6M | +12.3% | +341.2% | -329.0% | -26.7% |
| YTD | +39.7% | +327.8% | -288.1% | -8.9% |
| 1Y | +25.7% | +364.9% | -339.2% | -21.8% |
| All | +25.7% | +366.1% | -340.4% | -21.8% |
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