+302.4%
MXL vs GDDY
+207.2%
+95.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.8% | +5.8% | +6.7% |
| 7D | +18.9% | -3.2% | +22.1% | +20.1% |
| 30D | +0.3% | +6.8% | -6.5% | -4.7% |
| 3M | -8.0% | +30.5% | -38.5% | -27.4% |
| 6M | +341.2% | +13.3% | +327.9% | +271.1% |
| YTD | +327.8% | -21.0% | +348.8% | +337.6% |
| 1Y | +364.9% | -34.0% | +398.9% | +434.8% |
| 3Y | +229.2% | +33.1% | +196.2% | +134.7% |
| 5Y | +42.8% | +30.3% | +12.4% | +3.4% |
| All | +302.4% | +207.2% | +95.2% | +65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling