+1,065.8%
MDB vs MXL
+198.6%
+867.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.4% | +5.1% |
| 7D | -2.8% | +16.6% | -19.4% | -6.7% |
| 30D | -14.9% | +0.5% | -15.3% | -16.1% |
| 3M | +7.3% | -3.6% | +11.0% | +0.6% |
| 6M | +38.2% | +328.0% | -289.8% | -31.4% |
| YTD | -10.9% | +297.8% | -308.7% | -55.1% |
| 1Y | +11.6% | +339.4% | -327.8% | -46.8% |
| 3Y | -0.9% | +201.7% | -202.6% | -54.9% |
| 5Y | -23.5% | +32.8% | -56.3% | -52.2% |
| All | +1,065.8% | +198.6% | +867.2% | +329.1% |
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