+9.8%
DHI vs MXL
+206.6%
-196.8%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -22.1% | +22.5% | 0.0% |
| 7D | +7.6% | -38.1% | +45.7% | +6.8% |
| 30D | +15.3% | -59.5% | +74.7% | +14.5% |
| 3M | +4.4% | -34.3% | +38.7% | +3.7% |
| 6M | +8.3% | -45.8% | +54.0% | +7.4% |
| YTD | +10.4% | +154.2% | -143.8% | -4.9% |
| 1Y | +9.8% | +192.1% | -182.3% | -10.5% |
| All | +9.8% | +206.6% | -196.8% | -10.5% |
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