+213.6%
RF vs MXL
+161.9%
+51.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +2.1% |
| 7D | +1.9% | +13.4% | -11.5% | -0.3% |
| 30D | +7.3% | -29.2% | +36.6% | +11.4% |
| 3M | -7.9% | -27.2% | +19.3% | -6.5% |
| 6M | +10.5% | -36.4% | +46.9% | +9.9% |
| YTD | +9.6% | +220.0% | -210.4% | -29.4% |
| 1Y | +20.3% | +304.8% | -284.5% | -27.0% |
| 3Y | +119.5% | +238.5% | -118.9% | +19.8% |
| 5Y | +48.2% | -18.8% | +67.0% | +12.6% |
| All | +213.6% | +161.9% | +51.7% | +22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling