+404.6%
DHI vs MXL
+313.4%
+91.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +0.7% |
| 7D | -3.4% | +18.9% | -22.3% | -5.7% |
| 30D | -5.4% | +0.3% | -5.8% | -6.0% |
| 3M | -10.4% | -8.0% | -2.4% | -12.7% |
| 6M | -2.8% | +341.2% | -344.0% | -33.0% |
| YTD | -3.4% | +327.8% | -331.2% | -33.5% |
| 1Y | -22.9% | +364.9% | -387.8% | -48.4% |
| 3Y | +20.7% | +229.2% | -208.5% | -24.1% |
| 5Y | +62.1% | +42.8% | +19.4% | +20.2% |
| All | +404.6% | +313.4% | +91.2% | +144.1% |
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