-10.1%
MDB vs MXL
+256.9%
-267.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.7% |
| 7D | +11.6% | +33.1% | -21.5% | +7.4% |
| 30D | -8.9% | -33.5% | +24.6% | -5.0% |
| 3M | -22.4% | -20.7% | -1.7% | -21.4% |
| 6M | +10.1% | -35.9% | +45.9% | +10.8% |
| YTD | -19.0% | +238.3% | -257.3% | -45.2% |
| 1Y | -7.0% | +296.2% | -303.2% | -39.6% |
| All | -10.1% | +256.9% | -267.0% | -51.4% |
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