+192.1%
MXL vs GDDY
-11.2%
+203.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | +1.5% | -23.6% | -21.4% |
| 7D | -38.1% | +13.4% | -51.6% | -34.1% |
| 30D | -59.5% | +22.3% | -81.8% | -55.1% |
| 3M | -34.3% | +30.9% | -65.2% | -24.8% |
| 6M | -45.8% | +37.3% | -83.0% | -35.7% |
| YTD | +154.2% | -3.2% | +157.4% | +250.1% |
| 1Y | +192.1% | -9.8% | +201.8% | +342.3% |
| All | +192.1% | -11.2% | +203.3% | +342.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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