-42.2%
RIG vs MXL
+313.4%
-355.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.3% | -3.4% |
| 7D | -3.1% | +18.9% | -21.9% | -6.9% |
| 30D | -0.5% | +0.3% | -0.8% | -1.6% |
| 3M | -6.0% | -8.0% | +2.1% | -9.9% |
| 6M | -10.1% | +341.2% | -351.4% | -50.4% |
| YTD | +37.3% | +327.8% | -290.5% | -24.1% |
| 1Y | +73.9% | +364.9% | -291.0% | -7.7% |
| 3Y | -30.2% | +229.2% | -259.4% | -65.5% |
| 5Y | +62.5% | +42.8% | +19.7% | -1.5% |
| All | -42.2% | +313.4% | -355.6% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling