-30.2%
RIG vs MXL
+222.8%
-253.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.5% | -9.3% | -2.4% |
| 7D | -3.1% | +18.9% | -21.9% | -4.6% |
| 30D | -0.5% | +0.3% | -0.8% | -0.9% |
| 3M | -6.0% | -8.0% | +2.1% | -7.6% |
| 6M | -10.1% | +341.2% | -351.4% | -32.2% |
| YTD | +37.3% | +327.8% | -290.5% | +3.7% |
| 1Y | +73.9% | +364.9% | -291.0% | +28.7% |
| 3Y | -30.2% | +229.2% | -259.4% | -49.9% |
| All | -30.2% | +222.8% | -253.0% | -49.9% |
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