+533.6%
RTX vs MXL
+270.5%
+263.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.0% | -7.0% | -1.6% |
| 7D | -3.1% | +15.5% | -18.6% | -4.5% |
| 30D | -10.6% | -11.3% | +0.7% | -9.9% |
| 3M | +11.6% | -16.1% | +27.8% | +10.6% |
| 6M | -4.5% | +323.0% | -327.5% | -26.1% |
| YTD | +9.6% | +281.5% | -271.9% | -14.4% |
| 1Y | +30.8% | +319.3% | -288.5% | +0.1% |
| 3Y | +152.8% | +189.4% | -36.5% | +86.3% |
| 5Y | +167.1% | +26.0% | +141.1% | +113.5% |
| 10Y | +275.2% | +243.5% | +31.7% | +125.1% |
| All | +533.6% | +270.5% | +263.2% | +237.4% |
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 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