+32.3%
JD vs MXL
+176.8%
-144.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.1% |
| 7D | -4.0% | +33.1% | -37.1% | -8.2% |
| 30D | +2.7% | -33.5% | +36.1% | +7.1% |
| 3M | -13.0% | -20.7% | +7.6% | -13.2% |
| 6M | -12.7% | -35.9% | +23.2% | -13.6% |
| YTD | -0.8% | +238.3% | -239.1% | -35.0% |
| 1Y | -8.9% | +296.2% | -305.1% | -42.7% |
| 3Y | +17.0% | +254.1% | -237.1% | -35.4% |
| 5Y | -63.5% | -14.1% | -49.4% | -71.6% |
| All | +32.3% | +176.8% | -144.5% | -29.5% |
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