+128.1%
DAL vs MXL
+171.0%
-42.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +13.7% | -8.4% | +2.8% |
| 7D | +10.0% | -8.8% | +18.9% | +10.9% |
| 30D | +12.0% | -41.9% | +53.9% | +21.8% |
| 3M | +0.8% | -25.4% | +26.2% | +2.9% |
| 6M | +26.2% | -44.0% | +70.2% | +29.9% |
| YTD | +33.7% | +220.8% | -187.1% | -15.8% |
| 1Y | +57.6% | +278.8% | -221.2% | -5.2% |
| 3Y | +183.5% | +249.4% | -66.0% | +50.1% |
| 5Y | +114.2% | -17.3% | +131.5% | +58.4% |
| 10Y | +128.1% | +156.7% | -28.6% | -3.0% |
| All | +128.1% | +171.0% | -42.9% | -3.0% |
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 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