-26.6%
RKT vs MXL
+316.6%
-343.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.7% | -1.5% |
| 7D | +2.1% | +1.6% | +0.5% | +2.0% |
| 30D | +1.4% | -7.0% | +8.4% | +1.7% |
| 3M | +6.3% | -33.4% | +39.7% | +7.5% |
| 6M | -15.5% | +260.2% | -275.6% | -37.1% |
| YTD | -27.4% | +260.0% | -287.3% | -45.9% |
| 1Y | -26.6% | +303.5% | -330.1% | -47.9% |
| All | -26.6% | +316.6% | -343.2% | -47.9% |
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 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