+1,916.7%
ROST vs MXL
+270.5%
+1,646.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.0% | -6.4% | -1.1% |
| 7D | +0.2% | +15.5% | -15.2% | -1.6% |
| 30D | -10.0% | -11.3% | +1.3% | -9.1% |
| 3M | +1.2% | -16.1% | +17.3% | 0.0% |
| 6M | +8.9% | +323.0% | -314.1% | -19.2% |
| YTD | +28.1% | +281.5% | -253.5% | -4.1% |
| 1Y | +53.0% | +319.3% | -266.3% | +11.9% |
| 3Y | +97.9% | +189.4% | -91.5% | +40.1% |
| 5Y | +112.0% | +26.0% | +86.0% | +65.8% |
| 10Y | +303.0% | +243.5% | +59.5% | +143.1% |
| All | +1,916.7% | +270.5% | +1,646.3% | +1,008.7% |
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