-0.9%
XRT vs MXL
+40.1%
-41.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.5% | -6.2% | +0.5% |
| 7D | -3.2% | +18.9% | -22.1% | -5.2% |
| 30D | -4.5% | +0.3% | -4.8% | -5.0% |
| 3M | -3.1% | -8.0% | +5.0% | -5.2% |
| 6M | +4.2% | +341.2% | -337.0% | -25.9% |
| YTD | -0.1% | +327.8% | -327.9% | -29.0% |
| 1Y | -3.0% | +364.9% | -368.0% | -32.9% |
| 3Y | +41.8% | +229.2% | -187.4% | -6.5% |
| All | -0.9% | +40.1% | -41.0% | -17.9% |
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 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