-98.3%
DFNS vs MXL
+366.1%
-464.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.5% | -10.1% | -3.4% |
| 7D | -6.3% | +18.9% | -25.2% | -8.3% |
| 30D | -74.0% | +0.3% | -74.3% | -73.9% |
| 3M | -70.1% | -8.0% | -62.1% | -70.0% |
| 6M | -93.9% | +341.2% | -435.2% | -97.3% |
| YTD | -98.1% | +327.8% | -425.9% | -99.2% |
| 1Y | -98.3% | +364.9% | -463.2% | -99.4% |
| All | -98.3% | +366.1% | -464.4% | -99.4% |
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