+111.7%
RIOT vs MXL
+222.8%
-111.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.5% | -5.1% | +0.2% |
| 7D | -1.5% | +18.9% | -20.4% | -6.7% |
| 30D | +5.7% | +0.3% | +5.3% | +4.5% |
| 3M | -17.9% | -8.0% | -9.8% | -19.0% |
| 6M | +45.0% | +341.2% | -296.3% | -30.7% |
| YTD | +69.5% | +327.8% | -258.4% | -18.2% |
| 1Y | +37.2% | +364.9% | -327.7% | -37.2% |
| 3Y | +111.7% | +229.2% | -117.5% | -0.8% |
| All | +111.7% | +222.8% | -111.1% | -0.8% |
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