+589.4%
DIA vs MXL
+270.5%
+318.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.0% | -7.1% | -1.8% |
| 7D | +0.1% | +15.5% | -15.4% | -1.5% |
| 30D | -2.1% | -11.3% | +9.2% | -1.2% |
| 3M | +4.2% | -16.1% | +20.3% | +3.3% |
| 6M | +11.9% | +323.0% | -311.1% | -13.6% |
| YTD | +10.8% | +281.5% | -270.7% | -13.6% |
| 1Y | +17.5% | +319.3% | -301.8% | -10.3% |
| 3Y | +59.9% | +189.4% | -129.4% | +18.9% |
| 5Y | +64.1% | +26.0% | +38.1% | +31.9% |
| 10Y | +246.2% | +243.5% | +2.7% | +118.0% |
| All | +589.4% | +270.5% | +318.9% | +298.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling