+652.2%
RGTI vs MXL
+222.8%
+429.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | -1.4% |
| 7D | +0.5% | +18.9% | -18.4% | -4.5% |
| 30D | -17.1% | +0.3% | -17.4% | -17.6% |
| 3M | -26.0% | -8.0% | -17.9% | -26.9% |
| 6M | -9.9% | +341.2% | -351.1% | -53.1% |
| YTD | -31.1% | +327.8% | -358.9% | -64.0% |
| 1Y | -8.5% | +364.9% | -373.4% | -54.2% |
| 3Y | +652.2% | +229.2% | +423.0% | +304.8% |
| All | +652.2% | +222.8% | +429.4% | +304.8% |
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