+597.3%
DIA vs MXL
+249.5%
+347.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.1% | -1.1% |
| 7D | -0.2% | +1.6% | -1.8% | -0.4% |
| 30D | -1.5% | -7.0% | +5.5% | -1.2% |
| 3M | +3.8% | -33.4% | +37.2% | +5.6% |
| 6M | +10.3% | +260.2% | -249.9% | -13.2% |
| YTD | +12.1% | +260.0% | -247.9% | -12.0% |
| 1Y | +18.6% | +303.5% | -284.8% | -9.1% |
| 3Y | +60.6% | +160.4% | -99.8% | +21.0% |
| 5Y | +64.4% | +14.7% | +49.7% | +33.7% |
| 10Y | +250.1% | +215.6% | +34.5% | +122.6% |
| All | +597.3% | +249.5% | +347.7% | +305.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling