+203.9%
MDT vs MXL
+298.4%
-94.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.1% | -1.1% |
| 7D | -0.3% | +19.0% | -19.3% | -1.7% |
| 30D | +2.8% | +4.5% | -1.7% | +2.0% |
| 3M | +13.1% | -1.5% | +14.6% | +10.3% |
| 6M | +2.3% | +348.6% | -346.3% | -18.3% |
| YTD | -2.7% | +310.3% | -313.0% | -21.9% |
| 1Y | +0.9% | +344.7% | -343.9% | -20.3% |
| 3Y | +26.8% | +211.2% | -184.4% | -2.6% |
| 5Y | -19.5% | +34.8% | -54.3% | -33.8% |
| 10Y | +40.6% | +286.5% | -246.0% | -10.6% |
| All | +203.9% | +298.4% | -94.5% | +72.1% |
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