+282.4%
MXL vs MDY
+473.1%
-190.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.1% | +8.6% | +9.1% |
| 7D | +19.0% | -0.8% | +19.8% | +20.1% |
| 30D | +4.5% | -3.9% | +8.4% | +11.2% |
| 3M | -1.5% | 0.0% | -1.5% | +0.8% |
| 6M | +348.6% | +8.5% | +340.1% | +309.4% |
| YTD | +310.3% | +13.2% | +297.1% | +255.3% |
| 1Y | +344.7% | +15.0% | +329.7% | +281.5% |
| 3Y | +211.2% | +49.6% | +161.6% | +95.7% |
| 5Y | +34.8% | +46.0% | -11.2% | -5.8% |
| 10Y | +286.5% | +176.4% | +110.2% | +27.4% |
| All | +282.4% | +473.1% | -190.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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