+791.7%
RIOT vs MXL
+315.9%
+475.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.5% | -5.1% | -0.8% |
| 7D | -1.5% | +18.9% | -20.4% | -8.8% |
| 30D | +5.7% | +0.3% | +5.3% | +3.9% |
| 3M | -17.9% | -8.0% | -9.8% | -20.4% |
| 6M | +45.0% | +341.2% | -296.3% | -48.6% |
| YTD | +69.5% | +327.8% | -258.4% | -39.3% |
| 1Y | +37.2% | +364.9% | -327.7% | -53.9% |
| 3Y | +111.7% | +229.2% | -117.5% | -30.8% |
| 5Y | -27.5% | +42.8% | -70.3% | -62.2% |
| 10Y | +511.1% | +303.1% | +208.0% | +92.1% |
| All | +791.7% | +315.9% | +475.8% | +158.7% |
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