+430.3%
XRT vs MXL
+249.5%
+180.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.5% | +0.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | -4.2% | -7.0% | +2.8% | -3.8% |
| 3M | +5.1% | -33.4% | +38.5% | +7.2% |
| 6M | +2.4% | +260.2% | -257.7% | -27.8% |
| YTD | +3.2% | +260.0% | -256.8% | -27.6% |
| 1Y | +1.5% | +303.5% | -302.0% | -31.0% |
| 3Y | +40.6% | +160.4% | -119.9% | -6.7% |
| 5Y | -1.0% | +14.7% | -15.7% | -25.4% |
| 10Y | +128.4% | +215.6% | -87.2% | +27.4% |
| All | +430.3% | +249.5% | +180.7% | +163.1% |
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