+5.8%
DASH vs MXL
+102.8%
-97.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.0% | -11.3% | -6.4% |
| 7D | -11.2% | +15.5% | -26.6% | -13.7% |
| 30D | -7.3% | -11.3% | +4.0% | -6.1% |
| 3M | +31.4% | -16.1% | +47.6% | +28.3% |
| 6M | +11.9% | +323.0% | -311.2% | -35.6% |
| YTD | -11.5% | +281.5% | -293.0% | -48.2% |
| 1Y | -20.0% | +319.3% | -339.3% | -55.4% |
| 3Y | +143.9% | +189.4% | -45.4% | +26.5% |
| 5Y | -0.2% | +26.0% | -26.2% | -25.7% |
| All | +5.8% | +102.8% | -97.0% | -39.7% |
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