+1,049.8%
MDB vs MXL
+170.2%
+879.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.6% | -5.5% |
| 7D | -17.4% | +1.6% | -19.1% | -18.0% |
| 30D | -2.0% | -7.0% | +5.0% | -1.5% |
| 3M | -3.0% | -33.4% | +30.4% | +0.5% |
| 6M | +48.7% | +260.2% | -211.5% | -22.4% |
| YTD | -12.1% | +260.0% | -272.1% | -54.5% |
| 1Y | +14.5% | +303.5% | -289.0% | -44.2% |
| 3Y | -6.1% | +160.4% | -166.6% | -55.2% |
| 5Y | -27.3% | +14.7% | -42.0% | -52.6% |
| All | +1,049.8% | +170.2% | +879.6% | +335.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling