+20.7%
DHI vs MXL
+222.8%
-202.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +1.5% |
| 7D | -3.4% | +18.9% | -22.3% | -3.8% |
| 30D | -5.4% | +0.3% | -5.8% | -5.5% |
| 3M | -10.4% | -8.0% | -2.4% | -10.8% |
| 6M | -2.8% | +341.2% | -344.0% | -11.3% |
| YTD | -3.4% | +327.8% | -331.2% | -11.9% |
| 1Y | -22.9% | +364.9% | -387.8% | -30.2% |
| 3Y | +20.7% | +229.2% | -208.5% | +6.2% |
| All | +20.7% | +222.8% | -202.1% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling