+39.7%
RIG vs MXL
+276.5%
-236.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -11.1% | +3.5% | -7.3% |
| 7D | -18.8% | -24.3% | +5.6% | -18.2% |
| 30D | -1.1% | -46.1% | +45.0% | +0.2% |
| 3M | +4.4% | -21.8% | +26.2% | +4.5% |
| 6M | -20.8% | -27.2% | +6.4% | -21.4% |
| YTD | +32.0% | +226.2% | -194.2% | +8.1% |
| 1Y | +39.7% | +297.0% | -257.3% | +8.6% |
| All | +39.7% | +276.5% | -236.7% | +8.6% |
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 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