+58.4%
DAL vs MXL
+265.9%
-207.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +13.7% | -8.4% | +4.5% |
| 7D | +10.0% | -8.8% | +18.9% | +10.2% |
| 30D | +12.0% | -41.9% | +53.9% | +14.6% |
| 3M | +0.8% | -25.4% | +26.2% | +1.5% |
| 6M | +26.2% | -44.0% | +70.2% | +27.2% |
| YTD | +33.7% | +220.8% | -187.1% | +1.1% |
| All | +58.4% | +265.9% | -207.5% | +12.4% |
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