-17.2%
DASH vs MXL
+276.5%
-293.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -11.1% | +19.5% | +8.3% |
| 7D | +17.2% | -24.3% | +41.5% | +17.2% |
| 30D | +3.6% | -46.1% | +49.7% | +3.8% |
| 3M | -1.9% | -21.8% | +20.0% | -1.5% |
| 6M | +15.1% | -27.2% | +42.3% | +14.6% |
| YTD | -12.3% | +226.2% | -238.5% | -22.3% |
| 1Y | -17.2% | +297.0% | -314.2% | -33.2% |
| All | -17.2% | +276.5% | -293.7% | -33.2% |
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 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