+54.3%
JD vs MXL
+624.5%
-570.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.7% | +1.0% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | -13.2% | -7.0% | -6.2% | -12.9% |
| 3M | -3.2% | -33.4% | +30.2% | -1.2% |
| 6M | +15.2% | +260.2% | -244.9% | -22.5% |
| YTD | +2.0% | +260.0% | -258.0% | -31.8% |
| 1Y | -5.4% | +303.5% | -308.8% | -39.1% |
| 3Y | -9.1% | +160.4% | -169.5% | -43.6% |
| 5Y | -59.6% | +14.7% | -74.3% | -70.3% |
| 10Y | +26.2% | +215.6% | -189.4% | -35.2% |
| All | +54.3% | +624.5% | -570.2% | -38.1% |
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