+16.5%
JD vs MXL
+313.4%
-296.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.5% | -7.4% | -1.0% |
| 7D | -4.2% | +18.9% | -23.1% | -7.0% |
| 30D | -14.4% | +0.3% | -14.7% | -15.1% |
| 3M | -3.6% | -8.0% | +4.5% | -6.5% |
| 6M | -0.3% | +341.2% | -341.5% | -35.0% |
| YTD | -2.4% | +327.8% | -330.2% | -36.4% |
| 1Y | -18.5% | +364.9% | -383.4% | -48.6% |
| 3Y | -7.0% | +229.2% | -236.3% | -44.9% |
| 5Y | -61.7% | +42.8% | -104.5% | -72.6% |
| All | +16.5% | +313.4% | -296.8% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling