-1.6%
MDLN vs MXL
+230.3%
-231.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -11.1% | +29.5% | +17.9% |
| 7D | +24.7% | -24.3% | +49.0% | +23.6% |
| 30D | +12.7% | -46.1% | +58.8% | +10.8% |
| 3M | -4.0% | -21.8% | +17.8% | -4.3% |
| 6M | -8.7% | -27.2% | +18.5% | -8.6% |
| YTD | -3.9% | +226.2% | -230.1% | -0.1% |
| All | -1.6% | +230.3% | -231.9% | +2.9% |
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