-23.6%
RKT vs MXL
+150.8%
-174.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.0% | -7.8% | -2.5% |
| 7D | +6.0% | +15.5% | -9.5% | +4.1% |
| 30D | +0.7% | -11.3% | +12.0% | +1.6% |
| 3M | +11.8% | -16.1% | +27.9% | +10.7% |
| 6M | -7.6% | +323.0% | -330.7% | -31.7% |
| YTD | -28.7% | +281.5% | -310.2% | -46.5% |
| 1Y | -32.6% | +319.3% | -351.9% | -50.6% |
| 3Y | +42.1% | +189.4% | -147.3% | +0.7% |
| 5Y | -7.2% | +26.0% | -33.1% | -23.0% |
| All | -23.6% | +150.8% | -174.3% | -44.7% |
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