+181.3%
MCD vs MXL
+273.2%
-91.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.5% | -8.4% | -1.3% |
| 7D | -2.9% | +19.0% | -21.8% | -3.7% |
| 30D | -6.7% | +4.5% | -11.2% | -7.1% |
| 3M | -9.6% | -1.5% | -8.0% | -10.9% |
| 6M | -22.3% | +348.6% | -370.9% | -33.8% |
| YTD | -15.4% | +310.3% | -325.7% | -27.6% |
| 1Y | -16.8% | +344.7% | -361.5% | -29.7% |
| 3Y | -2.4% | +211.2% | -213.6% | -19.4% |
| 5Y | +19.4% | +34.8% | -15.5% | +5.3% |
| 10Y | +181.3% | +286.5% | -105.2% | +73.4% |
| All | +181.3% | +273.2% | -91.9% | +73.4% |
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