+135.0%
DAL vs MXL
+273.2%
-138.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -1.7% |
| 7D | +0.8% | +19.0% | -18.2% | -2.6% |
| 30D | -11.7% | +4.5% | -16.2% | -13.1% |
| 3M | -2.7% | -1.5% | -1.2% | -7.0% |
| 6M | +30.7% | +348.6% | -318.0% | -20.5% |
| YTD | +14.4% | +310.3% | -295.9% | -29.2% |
| 1Y | +31.2% | +344.7% | -313.5% | -21.4% |
| 3Y | +99.4% | +211.2% | -111.7% | +13.7% |
| 5Y | +98.6% | +34.8% | +63.7% | +33.4% |
| 10Y | +135.0% | +286.5% | -151.5% | -3.9% |
| All | +135.0% | +273.2% | -138.2% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling