+851.5%
DE vs MXL
+313.4%
+538.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -1.2% |
| 7D | -2.6% | +18.9% | -21.4% | -4.6% |
| 30D | +9.0% | +0.3% | +8.7% | +8.4% |
| 3M | +19.1% | -8.0% | +27.2% | +17.1% |
| 6M | +14.4% | +341.2% | -326.9% | -16.6% |
| YTD | +45.9% | +327.8% | -281.9% | +6.5% |
| 1Y | +43.6% | +364.9% | -321.3% | +2.1% |
| 3Y | +75.9% | +229.2% | -153.3% | +19.4% |
| 5Y | +98.8% | +42.8% | +56.0% | +50.7% |
| All | +851.5% | +313.4% | +538.1% | +378.8% |
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