+205.9%
MCD vs MXL
+191.0%
+14.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +11.4% | -14.0% | -3.1% |
| 7D | -1.9% | +5.5% | -7.4% | -2.4% |
| 30D | +16.6% | -32.6% | +49.2% | +18.1% |
| 3M | +0.9% | -13.1% | +14.1% | +0.5% |
| 6M | +1.5% | -41.4% | +42.8% | +1.7% |
| YTD | -8.3% | +243.9% | -252.3% | -21.6% |
| 1Y | -8.1% | +305.1% | -313.2% | -22.7% |
| 3Y | +10.3% | +260.1% | -249.7% | -12.3% |
| 5Y | +23.4% | -12.1% | +35.5% | +14.0% |
| 10Y | +205.9% | +182.8% | +23.1% | +91.9% |
| All | +205.9% | +191.0% | +14.9% | +91.9% |
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