+54.2%
RGTI vs MXL
+99.8%
-45.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | -1.5% |
| 7D | +0.5% | +18.9% | -18.4% | -4.9% |
| 30D | -17.1% | +0.3% | -17.4% | -17.7% |
| 3M | -26.0% | -8.0% | -17.9% | -27.2% |
| 6M | -9.9% | +341.2% | -351.1% | -55.0% |
| YTD | -31.1% | +327.8% | -358.9% | -65.4% |
| 1Y | -8.5% | +364.9% | -373.4% | -55.9% |
| 3Y | +652.2% | +229.2% | +423.0% | +247.2% |
| 5Y | +56.8% | +42.8% | +14.0% | -8.1% |
| All | +54.2% | +99.8% | -45.5% | -9.4% |
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