+31.8%
MCK vs MXL
+316.6%
-284.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.1% |
| 7D | +1.7% | +1.6% | +0.1% | +1.9% |
| 30D | +3.6% | -7.0% | +10.6% | +3.4% |
| 3M | +20.1% | -33.4% | +53.5% | +19.2% |
| 6M | -7.0% | +260.2% | -267.2% | -3.1% |
| YTD | +11.0% | +260.0% | -248.9% | +16.3% |
| 1Y | +31.8% | +303.5% | -271.6% | +39.5% |
| All | +31.8% | +316.6% | -284.8% | +39.5% |
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