-99.6%
DFNS vs MXL
+276.5%
-376.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -11.1% | -7.2% | -17.2% |
| 7D | -27.7% | -24.3% | -3.3% | -25.7% |
| 30D | -58.0% | -46.1% | -11.9% | -55.8% |
| 3M | -94.0% | -21.8% | -72.2% | -93.8% |
| 6M | -94.6% | -27.2% | -67.4% | -94.4% |
| YTD | -99.4% | +226.2% | -325.6% | -99.7% |
| 1Y | -99.6% | +297.0% | -396.6% | -99.9% |
| All | -99.6% | +276.5% | -376.1% | -99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling