-99.9%
DFNS vs MXL
+177.7%
-277.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.1% | -2.4% |
| 7D | -6.3% | +18.9% | -25.2% | -6.0% |
| 30D | -74.0% | +0.3% | -74.3% | -74.0% |
| 3M | -70.1% | -8.0% | -62.1% | -69.9% |
| 6M | -93.9% | +341.2% | -435.2% | -93.5% |
| YTD | -98.1% | +327.8% | -425.9% | -98.0% |
| 1Y | -98.3% | +364.9% | -463.2% | -98.2% |
| 3Y | -99.9% | +229.2% | -329.1% | -99.9% |
| 5Y | -99.9% | +42.8% | -142.6% | -99.9% |
| All | -99.9% | +177.7% | -277.6% | -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 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