+499.0%
MCD vs MXL
+249.5%
+249.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.1% | -1.8% |
| 7D | -2.8% | +1.6% | -4.5% | -2.9% |
| 30D | -6.0% | -7.0% | +1.0% | -5.9% |
| 3M | -5.6% | -33.4% | +27.8% | -4.9% |
| 6M | -21.9% | +260.2% | -282.0% | -32.1% |
| YTD | -14.7% | +260.0% | -274.7% | -26.0% |
| 1Y | -17.3% | +303.5% | -320.7% | -29.3% |
| 3Y | -2.2% | +160.4% | -162.6% | -17.5% |
| 5Y | +20.3% | +14.7% | +5.6% | +6.6% |
| 10Y | +180.7% | +215.6% | -34.9% | +104.5% |
| All | +499.0% | +249.5% | +249.5% | +308.6% |
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