+583.1%
RSP vs MXL
+210.8%
+372.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.9% |
| 7D | +2.4% | +13.4% | -11.1% | +0.6% |
| 30D | +4.3% | -29.2% | +33.5% | +7.5% |
| 3M | -0.3% | -27.2% | +26.9% | +1.1% |
| 6M | +9.8% | -36.4% | +46.2% | +9.8% |
| YTD | +16.8% | +220.0% | -203.2% | -12.9% |
| 1Y | +19.5% | +304.8% | -285.3% | -14.3% |
| 3Y | +65.1% | +238.5% | -173.3% | +10.7% |
| 5Y | +48.7% | -18.8% | +67.5% | +21.3% |
| 10Y | +213.6% | +163.1% | +50.4% | +87.1% |
| All | +583.1% | +210.8% | +372.4% | +260.9% |
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 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