-12.1%
DOW vs MXL
+193.7%
-205.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.5% | -9.6% | -3.1% |
| 7D | -1.4% | +18.9% | -20.2% | -3.9% |
| 30D | -3.9% | +0.3% | -4.3% | -4.6% |
| 3M | -12.7% | -8.0% | -4.6% | -15.1% |
| 6M | -13.7% | +341.2% | -354.9% | -41.6% |
| YTD | +28.4% | +327.8% | -299.4% | -13.2% |
| 1Y | +21.8% | +364.9% | -343.1% | -19.9% |
| 3Y | -35.7% | +229.2% | -264.9% | -59.8% |
| 5Y | -36.8% | +42.8% | -79.6% | -55.4% |
| All | -12.1% | +193.7% | -205.8% | -60.8% |
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