+37.0%
MDT vs MXL
+313.4%
-276.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.3% | -1.2% |
| 7D | -3.4% | +18.9% | -22.3% | -4.5% |
| 30D | +0.2% | +0.3% | -0.1% | -0.1% |
| 3M | +14.3% | -8.0% | +22.3% | +12.6% |
| 6M | +4.0% | +341.2% | -337.2% | -14.9% |
| YTD | -3.7% | +327.8% | -331.5% | -21.2% |
| 1Y | -0.4% | +364.9% | -365.3% | -19.8% |
| 3Y | +23.3% | +229.2% | -205.9% | -3.7% |
| 5Y | -18.9% | +42.8% | -61.6% | -31.8% |
| All | +37.0% | +313.4% | -276.4% | -19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling