+88.7%
RIG vs MXL
+316.6%
-227.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +5.5% | -8.4% | -3.0% |
| 7D | +0.9% | +1.6% | -0.8% | +0.8% |
| 30D | +13.8% | -7.0% | +20.8% | +13.9% |
| 3M | -6.4% | -33.4% | +27.0% | -6.2% |
| 6M | -8.2% | +260.2% | -268.3% | -25.9% |
| YTD | +41.6% | +260.0% | -218.3% | +13.4% |
| 1Y | +88.7% | +303.5% | -214.8% | +45.4% |
| All | +88.7% | +316.6% | -227.9% | +45.4% |
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 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