+183.5%
DAL vs MXL
+227.7%
-44.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +13.7% | -8.4% | +3.8% |
| 7D | +10.0% | -8.8% | +18.9% | +10.6% |
| 30D | +12.0% | -41.9% | +53.9% | +17.7% |
| 3M | +0.8% | -25.4% | +26.2% | +2.2% |
| 6M | +26.2% | -44.0% | +70.2% | +28.7% |
| YTD | +33.7% | +220.8% | -187.1% | -2.7% |
| 1Y | +57.6% | +278.8% | -221.2% | +10.6% |
| 3Y | +183.5% | +249.4% | -66.0% | +63.2% |
| All | +183.5% | +227.7% | -44.3% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling