+482.0%
RF vs MXL
+211.5%
+270.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +13.7% | -11.5% | -0.3% |
| 7D | -0.1% | -8.8% | +8.7% | +0.6% |
| 30D | +7.0% | -41.9% | +48.9% | +15.8% |
| 3M | -7.0% | -25.4% | +18.4% | -5.8% |
| 6M | +6.8% | -44.0% | +50.8% | +8.8% |
| YTD | +9.9% | +220.8% | -210.9% | -31.0% |
| 1Y | +21.1% | +278.8% | -257.7% | -27.3% |
| 3Y | +119.6% | +249.4% | -129.8% | +16.7% |
| 5Y | +46.2% | -17.3% | +63.5% | +5.4% |
| 10Y | +261.5% | +156.7% | +104.8% | +62.1% |
| All | +482.0% | +211.5% | +270.5% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling