+64.1%
DIA vs MXL
+40.1%
+24.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.6% | +0.5% |
| 7D | -1.6% | +18.9% | -20.4% | -2.7% |
| 30D | -2.0% | +0.3% | -2.4% | -2.3% |
| 3M | +3.6% | -8.0% | +11.7% | +2.5% |
| 6M | +11.5% | +341.2% | -329.7% | -7.6% |
| YTD | +10.4% | +327.8% | -317.5% | -8.6% |
| 1Y | +15.6% | +364.9% | -349.3% | -5.7% |
| 3Y | +58.9% | +229.2% | -170.4% | +26.1% |
| All | +64.1% | +40.1% | +24.0% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling