+152.4%
DKNG vs MXL
+187.5%
-35.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.5% | -3.2% | +2.8% |
| 7D | +3.0% | +18.9% | -15.8% | -0.7% |
| 30D | -3.0% | +0.3% | -3.3% | -3.7% |
| 3M | -17.6% | -8.0% | -9.5% | -20.9% |
| 6M | -3.2% | +341.2% | -344.5% | -45.5% |
| YTD | -28.2% | +327.8% | -356.0% | -59.6% |
| 1Y | -46.1% | +364.9% | -411.0% | -70.8% |
| 3Y | -22.2% | +229.2% | -251.4% | -60.5% |
| 5Y | -60.4% | +42.8% | -103.2% | -73.9% |
| All | +152.4% | +187.5% | -35.0% | +11.2% |
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 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