-3.9%
MCD vs MXL
+276.5%
-280.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -11.1% | +17.7% | +6.0% |
| 7D | +11.9% | -24.3% | +36.2% | +10.7% |
| 30D | +20.2% | -46.1% | +66.4% | +17.8% |
| 3M | +5.2% | -21.8% | +27.0% | +4.7% |
| 6M | 0.0% | -27.2% | +27.2% | -0.3% |
| YTD | -6.5% | +226.2% | -232.7% | -6.2% |
| 1Y | -3.9% | +297.0% | -300.9% | -5.0% |
| All | -3.9% | +276.5% | -280.4% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling