+108.5%
RF vs MXL
+188.6%
-80.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.0% | -11.3% | -1.0% |
| 7D | -0.9% | -27.1% | +26.2% | +0.6% |
| 30D | +6.0% | -54.2% | +60.2% | +10.4% |
| 3M | -8.9% | -29.9% | +21.0% | -8.2% |
| 6M | +2.3% | -39.5% | +41.8% | +2.1% |
| YTD | +7.6% | +182.2% | -174.6% | -13.9% |
| 1Y | +21.2% | +231.8% | -210.7% | -5.6% |
| 3Y | +108.5% | +195.9% | -87.4% | +34.8% |
| All | +108.5% | +188.6% | -80.1% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling