-7.0%
DASH vs MXL
-28.5%
+21.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +11.0% | -11.1% | -1.9% |
| 7D | +0.4% | -27.1% | +27.5% | +4.8% |
| 30D | -6.0% | -54.2% | +48.1% | +5.1% |
| 3M | -15.8% | -29.9% | +14.2% | -13.6% |
| 6M | +7.0% | -39.5% | +46.4% | +6.2% |
| YTD | -20.7% | +182.2% | -202.8% | -51.4% |
| 1Y | -8.5% | +231.8% | -240.4% | -47.0% |
| 3Y | +101.8% | +195.9% | -94.1% | -6.3% |
| All | -7.0% | -28.5% | +21.5% | -10.9% |
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