-24.5%
MDB vs MXL
+34.9%
-59.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | -1.0% |
| 7D | -4.5% | +19.0% | -23.5% | -8.4% |
| 30D | -14.0% | +4.5% | -18.5% | -15.8% |
| 3M | +5.3% | -1.5% | +6.8% | -1.1% |
| 6M | +31.9% | +348.6% | -316.7% | -34.0% |
| YTD | -14.6% | +310.3% | -324.9% | -56.4% |
| 1Y | +8.2% | +344.7% | -336.5% | -47.4% |
| 3Y | -5.0% | +211.2% | -216.2% | -56.9% |
| 5Y | -24.5% | +34.8% | -59.4% | -38.6% |
| All | -24.5% | +34.9% | -59.5% | -38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling