+16.0%
ROL vs MXL
-19.3%
+35.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.4% | +8.0% | +2.6% |
| 7D | +3.0% | +13.4% | -10.4% | +2.9% |
| 30D | +19.8% | -29.2% | +49.0% | +20.0% |
| 3M | +7.9% | -27.2% | +35.1% | +7.8% |
| 6M | -25.6% | -36.4% | +10.8% | -26.0% |
| YTD | -34.1% | +220.0% | -254.2% | -39.8% |
| 1Y | -31.4% | +304.8% | -336.2% | -38.2% |
| 3Y | +4.7% | +238.5% | -233.8% | -8.5% |
| All | +16.0% | -19.3% | +35.2% | +13.1% |
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