-99.9%
DFNS vs MXL
+29.7%
-129.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.6% | +1.5% |
| 7D | -3.3% | +16.6% | -20.0% | -3.0% |
| 30D | -73.1% | +0.5% | -73.6% | -73.1% |
| 3M | -71.4% | -3.6% | -67.7% | -71.1% |
| 6M | -93.8% | +328.0% | -421.9% | -93.4% |
| YTD | -98.0% | +297.8% | -395.9% | -97.9% |
| 1Y | -98.2% | +339.4% | -437.6% | -98.0% |
| 3Y | -99.9% | +201.7% | -301.6% | -99.9% |
| 5Y | -99.9% | +32.8% | -132.6% | -99.9% |
| All | -99.9% | +29.7% | -129.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling