-62.4%
JD vs MXL
-19.3%
-43.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +2.0% |
| 7D | -4.1% | +13.4% | -17.5% | -5.5% |
| 30D | +4.6% | -29.2% | +33.8% | +7.1% |
| 3M | -4.7% | -27.2% | +22.5% | -3.9% |
| 6M | -17.4% | -36.4% | +19.1% | -17.9% |
| YTD | +0.7% | +220.0% | -219.3% | -27.8% |
| 1Y | -5.9% | +304.8% | -310.7% | -35.8% |
| 3Y | +18.9% | +238.5% | -219.6% | -28.8% |
| All | -62.4% | -19.3% | -43.1% | -64.5% |
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 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