+312.1%
ROST vs MXL
+313.4%
-1.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.5% | -5.2% | +1.4% |
| 7D | +0.2% | +18.9% | -18.6% | -2.0% |
| 30D | -6.9% | +0.3% | -7.2% | -7.4% |
| 3M | -3.3% | -8.0% | +4.7% | -5.7% |
| 6M | +9.0% | +341.2% | -332.2% | -22.2% |
| YTD | +28.9% | +327.8% | -299.0% | -8.2% |
| 1Y | +54.0% | +364.9% | -310.9% | +6.9% |
| 3Y | +100.7% | +229.2% | -128.5% | +32.8% |
| 5Y | +116.0% | +42.8% | +73.3% | +63.1% |
| All | +312.1% | +313.4% | -1.3% | +95.8% |
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 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