+54.2%
RSP vs MXL
+186.9%
-132.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -1.3% |
| 7D | -0.4% | +15.5% | -15.9% | -1.1% |
| 30D | -1.5% | -11.3% | +9.8% | -1.1% |
| 3M | +4.8% | -16.1% | +20.9% | +4.3% |
| 6M | +10.3% | +323.0% | -312.8% | -5.3% |
| YTD | +14.1% | +281.5% | -267.5% | -1.4% |
| 1Y | +17.0% | +319.3% | -302.3% | -0.2% |
| 3Y | +54.2% | +189.4% | -135.2% | +29.9% |
| All | +54.2% | +186.9% | -132.7% | +29.9% |
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