+546.0%
DLR vs MXL
+270.5%
+275.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | 0.0% |
| 7D | +3.4% | +15.5% | -12.1% | +2.0% |
| 30D | -2.2% | -11.3% | +9.1% | -1.4% |
| 3M | +4.7% | -16.1% | +20.8% | +3.9% |
| 6M | +9.0% | +323.0% | -314.0% | -13.0% |
| YTD | +24.1% | +281.5% | -257.4% | 0.0% |
| 1Y | +20.9% | +319.3% | -298.4% | -4.1% |
| 3Y | +60.0% | +189.4% | -129.4% | +25.0% |
| 5Y | +35.3% | +26.0% | +9.3% | +12.0% |
| 10Y | +165.8% | +243.5% | -77.7% | +85.2% |
| All | +546.0% | +270.5% | +275.5% | +316.0% |
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