-100.0%
DFNS vs MXL
+107.7%
-207.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.4% | -0.1% | -5.5% |
| 7D | -6.0% | +13.4% | -19.4% | -6.0% |
| 30D | -71.2% | -29.2% | -42.0% | -71.2% |
| 3M | -94.5% | -27.2% | -67.3% | -94.5% |
| 6M | -96.5% | -36.4% | -60.1% | -96.5% |
| YTD | -99.6% | +220.0% | -319.6% | -99.6% |
| 1Y | -99.7% | +304.8% | -404.5% | -99.7% |
| 3Y | -100.0% | +238.5% | -338.4% | -100.0% |
| 5Y | -100.0% | -18.8% | -81.2% | -100.0% |
| All | -100.0% | +107.7% | -207.7% | -100.0% |
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