+50.5%
RSP vs MXL
+34.9%
+15.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.6% |
| 7D | -1.8% | +19.0% | -20.8% | -3.2% |
| 30D | -2.5% | +4.5% | -7.0% | -3.2% |
| 3M | +3.0% | -1.5% | +4.5% | +0.9% |
| 6M | +8.9% | +348.6% | -339.7% | -13.3% |
| YTD | +13.0% | +310.3% | -297.3% | -9.4% |
| 1Y | +16.2% | +344.7% | -328.5% | -8.4% |
| 3Y | +52.7% | +211.2% | -158.5% | +16.8% |
| 5Y | +50.5% | +34.8% | +15.6% | +29.4% |
| All | +50.5% | +34.9% | +15.5% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling