-91.2%
RIG vs MXL
+298.4%
-389.6%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -2.4% |
| 7D | -8.2% | +19.0% | -27.2% | -11.6% |
| 30D | -0.2% | +4.5% | -4.7% | -2.0% |
| 3M | -2.7% | -1.5% | -1.2% | -7.9% |
| 6M | -7.5% | +348.6% | -356.1% | -45.2% |
| YTD | +38.3% | +310.3% | -272.0% | -16.7% |
| 1Y | +81.8% | +344.7% | -262.9% | +6.0% |
| 3Y | -30.2% | +211.2% | -241.4% | -61.2% |
| 5Y | +59.9% | +34.8% | +25.1% | +4.8% |
| 10Y | -41.9% | +286.5% | -328.5% | -73.4% |
| All | -91.2% | +298.4% | -389.6% | -96.4% |
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