-68.1%
RGTI vs MXL
+276.5%
-344.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -11.1% | +12.3% | +3.5% |
| 7D | -9.6% | -24.3% | +14.7% | -4.3% |
| 30D | -26.0% | -46.1% | +20.1% | -16.5% |
| 3M | -35.8% | -21.8% | -13.9% | -33.4% |
| 6M | -36.7% | -27.2% | -9.4% | -34.1% |
| YTD | -49.4% | +226.2% | -275.6% | -71.9% |
| 1Y | -68.1% | +297.0% | -365.1% | -86.5% |
| All | -68.1% | +276.5% | -344.6% | -86.5% |
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