+279.2%
RTX vs MXL
+313.4%
-34.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.8% | -0.9% |
| 7D | -1.5% | +18.9% | -20.4% | -3.1% |
| 30D | -11.0% | +0.3% | -11.3% | -11.3% |
| 3M | +7.7% | -8.0% | +15.7% | +5.9% |
| 6M | -3.9% | +341.2% | -345.1% | -25.1% |
| YTD | +9.0% | +327.8% | -318.9% | -15.1% |
| 1Y | +27.3% | +364.9% | -337.6% | -2.8% |
| 3Y | +172.9% | +229.2% | -56.3% | +99.1% |
| 5Y | +165.2% | +42.8% | +122.4% | +112.8% |
| All | +279.2% | +313.4% | -34.2% | +92.9% |
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 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