+89.8%
RF vs MXL
+23.2%
+66.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.0% | -7.1% | -1.7% |
| 7D | +2.7% | +15.5% | -12.8% | +1.2% |
| 30D | -3.4% | -11.3% | +8.0% | -2.6% |
| 3M | +6.4% | -16.1% | +22.5% | +5.4% |
| 6M | +13.4% | +323.0% | -309.6% | -16.5% |
| YTD | +14.2% | +281.5% | -267.3% | -14.8% |
| 1Y | +15.7% | +319.3% | -303.6% | -16.0% |
| 3Y | +91.3% | +189.4% | -98.0% | +34.5% |
| 5Y | +89.8% | +26.0% | +63.8% | +54.6% |
| All | +89.8% | +23.2% | +66.6% | +54.6% |
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 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