-20.0%
DASH vs MXL
+320.4%
-340.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.0% | -11.3% | -5.3% |
| 7D | -11.2% | +15.5% | -26.6% | -11.2% |
| 30D | -7.3% | -11.3% | +4.0% | -7.3% |
| 3M | +31.4% | -16.1% | +47.6% | +30.6% |
| 6M | +11.9% | +323.0% | -311.2% | -1.6% |
| YTD | -11.5% | +281.5% | -293.0% | -22.2% |
| 1Y | -20.0% | +319.3% | -339.3% | -31.4% |
| All | -20.0% | +320.4% | -340.4% | -31.4% |
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