+1,430.6%
DE vs MXL
+286.3%
+1,144.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.5% |
| 7D | -2.4% | +16.6% | -19.0% | -4.3% |
| 30D | +9.7% | +0.5% | +9.2% | +9.1% |
| 3M | +21.4% | -3.6% | +25.0% | +18.3% |
| 6M | +15.0% | +328.0% | -313.0% | -15.4% |
| YTD | +46.4% | +297.8% | -251.4% | +8.6% |
| 1Y | +45.6% | +339.4% | -293.8% | +5.1% |
| 3Y | +76.8% | +201.7% | -125.0% | +23.3% |
| 5Y | +99.4% | +32.8% | +66.7% | +52.5% |
| 10Y | +864.6% | +274.8% | +589.7% | +453.1% |
| All | +1,430.6% | +286.3% | +1,144.3% | +702.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling