+3.7%
MDT vs MXL
+333.1%
-329.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.4% |
| 7D | -1.6% | +16.6% | -18.2% | -0.8% |
| 30D | +1.0% | +0.5% | +0.6% | +1.3% |
| 3M | +15.2% | -3.6% | +18.8% | +15.1% |
| 6M | +3.7% | +328.0% | -324.3% | -2.7% |
| All | +3.7% | +333.1% | -329.4% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling