-21.0%
MDLN vs MXL
+302.9%
-323.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.8% | -5.0% |
| 7D | -11.5% | +16.6% | -28.1% | -11.0% |
| 30D | -7.6% | +0.5% | -8.0% | -7.4% |
| 3M | -11.4% | -3.6% | -7.7% | -11.2% |
| 6M | -24.5% | +328.0% | -352.5% | -20.8% |
| YTD | -22.9% | +297.8% | -320.7% | -19.6% |
| All | -21.0% | +302.9% | -323.9% | -17.1% |
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