-49.3%
DKNG vs MXL
+316.6%
-365.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.3% | -1.0% |
| 7D | -4.9% | +1.6% | -6.6% | -5.0% |
| 30D | +10.3% | -7.0% | +17.3% | +10.7% |
| 3M | -5.4% | -33.4% | +28.0% | -4.8% |
| 6M | -5.6% | +260.2% | -265.7% | -28.4% |
| YTD | -30.3% | +260.0% | -290.3% | -47.8% |
| 1Y | -49.3% | +303.5% | -352.8% | -63.7% |
| All | -49.3% | +316.6% | -365.9% | -63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling