+96.1%
ROST vs MXL
+200.2%
-104.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.2% |
| 7D | -2.5% | +16.6% | -19.1% | -3.0% |
| 30D | -10.3% | +0.5% | -10.7% | -10.4% |
| 3M | -2.6% | -3.6% | +1.0% | -3.7% |
| 6M | +6.5% | +328.0% | -321.5% | -6.5% |
| YTD | +25.9% | +297.8% | -271.9% | +10.8% |
| 1Y | +52.3% | +339.4% | -287.1% | +32.3% |
| All | +96.1% | +200.2% | -104.0% | +66.4% |
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