+19.9%
MDT vs MXL
+276.5%
-256.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -11.1% | +17.3% | +5.5% |
| 7D | +10.7% | -24.3% | +35.1% | +9.1% |
| 30D | +19.3% | -46.1% | +65.4% | +16.0% |
| 3M | +22.8% | -21.8% | +44.6% | +22.0% |
| 6M | +36.4% | -27.2% | +63.6% | +35.3% |
| YTD | +12.1% | +226.2% | -214.1% | +10.2% |
| 1Y | +19.9% | +297.0% | -277.1% | +18.7% |
| All | +19.9% | +276.5% | -256.6% | +18.7% |
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