+36.9%
RKT vs MXL
+200.2%
-163.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.6% |
| 7D | -7.2% | +16.6% | -23.9% | -8.2% |
| 30D | -7.9% | +0.5% | -8.4% | -8.1% |
| 3M | +5.2% | -3.6% | +8.8% | +3.7% |
| 6M | -14.9% | +328.0% | -342.9% | -28.4% |
| YTD | -31.9% | +297.8% | -329.7% | -42.3% |
| 1Y | -36.9% | +339.4% | -376.3% | -47.2% |
| All | +36.9% | +200.2% | -163.3% | +12.8% |
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