+156.7%
RTX vs MXL
+256.9%
-100.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.5% |
| 7D | +3.4% | +33.1% | -29.7% | +3.6% |
| 30D | +8.4% | -33.5% | +41.9% | +7.9% |
| 3M | -10.7% | -20.7% | +10.0% | -10.8% |
| 6M | +11.7% | -35.9% | +47.6% | +11.4% |
| YTD | +9.3% | +238.3% | -228.9% | +7.6% |
| 1Y | +13.3% | +296.2% | -282.9% | +11.1% |
| All | +156.7% | +256.9% | -100.2% | +137.5% |
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