-4.8%
MDB vs MXL
+277.9%
-282.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -1.4% |
| 7D | +6.8% | +13.4% | -6.6% | +6.1% |
| 30D | -6.2% | -29.2% | +23.0% | -5.3% |
| 3M | -29.2% | -27.2% | -2.0% | -28.5% |
| 6M | +10.3% | -36.4% | +46.7% | +10.9% |
| YTD | -20.4% | +220.0% | -240.4% | -37.2% |
| 1Y | -4.8% | +304.8% | -309.6% | -31.9% |
| All | -4.8% | +277.9% | -282.7% | -31.9% |
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 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