+581.8%
RSP vs MXL
+228.5%
+353.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | +1.8% | +33.1% | -31.3% | -1.9% |
| 30D | +3.5% | -33.5% | +37.0% | +7.4% |
| 3M | +0.2% | -20.7% | +20.9% | +0.6% |
| 6M | +9.1% | -35.9% | +45.0% | +9.1% |
| YTD | +16.6% | +238.3% | -221.7% | -13.6% |
| 1Y | +17.9% | +296.2% | -278.3% | -15.0% |
| 3Y | +64.6% | +254.1% | -189.5% | +9.8% |
| 5Y | +48.4% | -14.1% | +62.5% | +20.3% |
| 10Y | +212.9% | +178.1% | +34.8% | +85.6% |
| All | +581.8% | +228.5% | +353.3% | +257.8% |
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