-20.3%
RIOT vs MXL
+276.5%
-296.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -11.1% | +20.8% | +12.2% |
| 7D | +6.4% | -24.3% | +30.7% | +13.4% |
| 30D | -20.4% | -46.1% | +25.7% | -8.6% |
| 3M | -28.7% | -21.8% | -6.9% | -25.3% |
| 6M | -17.7% | -27.2% | +9.5% | -13.5% |
| YTD | +21.3% | +226.2% | -204.9% | -31.4% |
| 1Y | -20.3% | +297.0% | -317.3% | -62.2% |
| All | -20.3% | +276.5% | -296.7% | -62.2% |
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