+18.8%
RF vs MXL
+299.5%
-280.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | +0.4% | +33.1% | -32.7% | +0.4% |
| 30D | +5.6% | -33.5% | +39.0% | +5.4% |
| 3M | -8.9% | -20.7% | +11.8% | -9.0% |
| 6M | +7.1% | -35.9% | +43.0% | +6.9% |
| YTD | +8.3% | +238.3% | -230.0% | -5.2% |
| All | +18.8% | +299.5% | -280.6% | -0.3% |
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