-40.1%
MDB vs MXL
-14.5%
-25.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.1% | +0.9% |
| 7D | +11.6% | +33.1% | -21.5% | +4.4% |
| 30D | -8.9% | -33.5% | +24.6% | -1.6% |
| 3M | -22.4% | -20.7% | -1.7% | -21.1% |
| 6M | +10.1% | -35.9% | +45.9% | +10.4% |
| YTD | -19.0% | +238.3% | -257.3% | -58.1% |
| 1Y | -7.0% | +296.2% | -303.2% | -54.9% |
| 3Y | -9.8% | +254.1% | -264.0% | -65.0% |
| 5Y | -40.1% | -14.1% | -25.9% | -44.3% |
| All | -40.1% | -14.5% | -25.5% | -44.3% |
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