+75.9%
DE vs MXL
+222.8%
-146.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -0.6% |
| 7D | -2.6% | +18.9% | -21.4% | -3.1% |
| 30D | +9.0% | +0.3% | +8.7% | +8.9% |
| 3M | +19.1% | -8.0% | +27.2% | +18.8% |
| 6M | +14.4% | +341.2% | -326.9% | +2.3% |
| YTD | +45.9% | +327.8% | -281.9% | +30.7% |
| 1Y | +43.6% | +364.9% | -321.3% | +27.1% |
| 3Y | +75.9% | +229.2% | -153.3% | +53.7% |
| All | +75.9% | +222.8% | -146.9% | +53.7% |
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