-4.5%
DASH vs MXL
+70.5%
-75.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +13.7% | -13.0% | -1.7% |
| 7D | -4.8% | -8.8% | +4.0% | -4.0% |
| 30D | -7.9% | -41.9% | +33.9% | -0.3% |
| 3M | -16.3% | -25.4% | +9.1% | -15.0% |
| 6M | +10.4% | -44.0% | +54.4% | +12.6% |
| YTD | -20.1% | +220.8% | -240.9% | -53.1% |
| 1Y | -11.4% | +278.8% | -290.2% | -50.9% |
| 3Y | +114.1% | +249.4% | -135.4% | -4.9% |
| 5Y | -5.8% | -17.3% | +11.6% | -22.9% |
| All | -4.5% | +70.5% | -75.0% | -45.3% |
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