-10.8%
MDLN vs MXL
+264.6%
-275.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | +0.2% |
| 7D | +3.7% | +1.6% | +2.1% | +3.8% |
| 30D | -0.2% | -7.0% | +6.8% | -0.2% |
| 3M | +6.2% | -33.4% | +39.6% | +5.1% |
| 6M | -14.7% | +260.2% | -274.8% | -11.5% |
| YTD | -12.9% | +260.0% | -272.8% | -9.5% |
| All | -10.8% | +264.6% | -275.3% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling