+62.1%
DAL vs MXL
+276.5%
-214.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -11.1% | +18.3% | +7.7% |
| 7D | +11.1% | -24.3% | +35.4% | +12.5% |
| 30D | +7.7% | -46.1% | +53.8% | +10.8% |
| 3M | -3.5% | -21.8% | +18.3% | -2.8% |
| 6M | +31.3% | -27.2% | +58.5% | +30.9% |
| YTD | +30.0% | +226.2% | -196.2% | -2.7% |
| 1Y | +62.1% | +297.0% | -234.9% | +10.0% |
| All | +62.1% | +276.5% | -214.4% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling