-29.3%
DASH vs MXL
-19.3%
-10.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +0.2% |
| 7D | -4.5% | +13.4% | -18.0% | -6.7% |
| 30D | -6.8% | -29.2% | +22.4% | -3.0% |
| 3M | -20.7% | -27.2% | +6.5% | -19.2% |
| 6M | +15.1% | -36.4% | +51.5% | +14.3% |
| YTD | -24.3% | +220.0% | -244.3% | -54.7% |
| 1Y | -12.1% | +304.8% | -316.9% | -51.4% |
| 3Y | +91.1% | +238.5% | -147.4% | -13.9% |
| All | -29.3% | -19.3% | -10.1% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling