-6.1%
RDW vs MXL
+40.1%
-46.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.5% | -9.8% | -4.6% |
| 7D | +0.9% | +18.9% | -18.0% | -4.7% |
| 30D | -21.3% | +0.3% | -21.6% | -22.1% |
| 3M | -37.9% | -8.0% | -29.8% | -38.8% |
| 6M | +12.3% | +341.2% | -329.0% | -41.6% |
| YTD | +39.7% | +327.8% | -288.1% | -26.8% |
| 1Y | +25.7% | +364.9% | -339.2% | -36.9% |
| 3Y | +230.8% | +229.2% | +1.6% | +58.6% |
| All | -6.1% | +40.1% | -46.2% | -25.0% |
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