+162.9%
RTX vs MXL
+34.9%
+128.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.2% | -0.8% |
| 7D | -1.6% | +19.0% | -20.6% | -1.9% |
| 30D | -11.6% | +4.5% | -16.0% | -11.7% |
| 3M | +9.2% | -1.5% | +10.7% | +8.5% |
| 6M | -4.4% | +348.6% | -353.0% | -11.9% |
| YTD | +8.9% | +310.3% | -301.4% | +0.6% |
| 1Y | +32.1% | +344.7% | -312.6% | +21.2% |
| 3Y | +151.2% | +211.2% | -60.0% | +126.2% |
| 5Y | +162.9% | +34.8% | +128.1% | +154.4% |
| All | +162.9% | +34.9% | +128.0% | +154.4% |
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