-99.9%
DFNS vs MXL
+133.7%
-233.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.7% |
| 7D | -16.0% | +1.6% | -17.6% | -16.0% |
| 30D | -77.7% | -7.0% | -70.7% | -77.7% |
| 3M | -77.2% | -33.4% | -43.8% | -77.1% |
| 6M | -95.2% | +260.2% | -355.3% | -94.9% |
| YTD | -98.0% | +260.0% | -357.9% | -97.8% |
| 1Y | -98.3% | +303.5% | -401.7% | -98.2% |
| 3Y | -99.9% | +160.4% | -260.3% | -99.9% |
| 5Y | -99.9% | +14.7% | -114.6% | -99.9% |
| All | -99.9% | +133.7% | -233.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling