+577.1%
DAL vs MXL
+249.5%
+327.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +0.7% |
| 7D | +0.1% | +1.6% | -1.5% | -0.2% |
| 30D | -13.9% | -7.0% | -6.9% | -13.4% |
| 3M | +1.1% | -33.4% | +34.5% | +4.2% |
| 6M | +26.2% | +260.2% | -233.9% | -18.2% |
| YTD | +16.4% | +260.0% | -243.5% | -25.0% |
| 1Y | +33.9% | +303.5% | -269.6% | -17.0% |
| 3Y | +93.4% | +160.4% | -67.1% | +17.4% |
| 5Y | +106.4% | +14.7% | +91.7% | +44.3% |
| 10Y | +143.0% | +215.6% | -72.6% | +18.0% |
| All | +577.1% | +249.5% | +327.6% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling