-16.0%
MCD vs MXL
+318.0%
-334.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -5.9% | +0.2% |
| 7D | -2.0% | +15.5% | -17.5% | -1.6% |
| 30D | -6.1% | -11.3% | +5.2% | -6.4% |
| 3M | -7.3% | -16.1% | +8.9% | -7.3% |
| 6M | -20.9% | +323.0% | -344.0% | -20.0% |
| YTD | -14.7% | +281.5% | -296.2% | -13.8% |
| All | -16.0% | +318.0% | -334.0% | -16.0% |
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