+205.8%
RSP vs MXL
+313.4%
-107.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.7% | -0.1% |
| 7D | -1.9% | +18.9% | -20.7% | -4.0% |
| 30D | -2.8% | +0.3% | -3.1% | -3.3% |
| 3M | +2.8% | -8.0% | +10.9% | +0.8% |
| 6M | +10.2% | +341.2% | -331.0% | -19.1% |
| YTD | +13.1% | +327.8% | -314.7% | -17.0% |
| 1Y | +14.8% | +364.9% | -350.1% | -17.7% |
| 3Y | +52.6% | +229.2% | -176.6% | +5.2% |
| 5Y | +51.6% | +42.8% | +8.9% | +16.6% |
| All | +205.8% | +313.4% | -107.5% | +59.5% |
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