-4.2%
ROL vs MXL
+34.9%
-39.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -1.3% |
| 7D | -3.3% | +19.0% | -22.3% | -3.6% |
| 30D | -7.2% | +4.5% | -11.7% | -7.4% |
| 3M | -27.0% | -1.5% | -25.5% | -27.6% |
| 6M | -39.5% | +348.6% | -388.1% | -44.8% |
| YTD | -41.8% | +310.3% | -352.1% | -46.8% |
| 1Y | -38.9% | +344.7% | -383.6% | -44.5% |
| 3Y | -0.4% | +211.2% | -211.6% | -10.5% |
| 5Y | -4.2% | +34.8% | -39.1% | -9.9% |
| All | -4.2% | +34.9% | -39.1% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling