-27.1%
RKT vs MXL
+181.2%
-208.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.6% | -1.0% |
| 7D | -6.3% | +18.9% | -25.1% | -8.3% |
| 30D | -6.2% | +0.3% | -6.5% | -6.6% |
| 3M | -1.9% | -8.0% | +6.2% | -3.8% |
| 6M | -13.0% | +341.2% | -354.2% | -35.8% |
| YTD | -31.9% | +327.8% | -359.7% | -49.7% |
| 1Y | -37.6% | +364.9% | -402.5% | -54.8% |
| 3Y | +36.8% | +229.2% | -192.4% | -4.7% |
| 5Y | -9.7% | +42.8% | -52.5% | -26.3% |
| All | -27.1% | +181.2% | -208.3% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling