+101.8%
DASH vs MXL
+188.6%
-86.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.0% | -11.1% | -0.8% |
| 7D | +0.4% | -27.1% | +27.5% | +2.0% |
| 30D | -6.0% | -54.2% | +48.1% | -2.0% |
| 3M | -15.8% | -29.9% | +14.2% | -14.7% |
| 6M | +7.0% | -39.5% | +46.4% | +6.9% |
| YTD | -20.7% | +182.2% | -202.8% | -36.0% |
| 1Y | -8.5% | +231.8% | -240.4% | -28.2% |
| 3Y | +101.8% | +195.9% | -94.1% | +35.5% |
| All | +101.8% | +188.6% | -86.8% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling