-9.7%
MDB vs MXL
+187.9%
-197.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.0% | -9.4% | -4.2% |
| 7D | -18.0% | +15.5% | -33.5% | -19.6% |
| 30D | -10.7% | -11.3% | +0.6% | -9.9% |
| 3M | +1.0% | -16.1% | +17.1% | -0.2% |
| 6M | +31.6% | +323.0% | -291.4% | -13.2% |
| YTD | -15.2% | +281.5% | -296.7% | -43.0% |
| 1Y | +10.1% | +319.3% | -309.2% | -28.7% |
| All | -9.7% | +187.9% | -197.6% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling