+176.5%
DLR vs MXL
+313.4%
-136.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +1.0% |
| 7D | +0.1% | +18.9% | -18.8% | -1.6% |
| 30D | -4.3% | +0.3% | -4.6% | -4.6% |
| 3M | +3.8% | -8.0% | +11.9% | +2.1% |
| 6M | +5.8% | +341.2% | -335.4% | -17.0% |
| YTD | +23.5% | +327.8% | -304.3% | -3.1% |
| 1Y | +11.1% | +364.9% | -353.8% | -14.3% |
| 3Y | +57.9% | +229.2% | -171.3% | +19.3% |
| 5Y | +44.0% | +42.8% | +1.2% | +16.2% |
| All | +176.5% | +313.4% | -136.9% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling