-10.4%
DOW vs MXL
+161.9%
-172.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.0% | -5.6% | -0.4% |
| 7D | -2.9% | +15.5% | -18.4% | -4.9% |
| 30D | +2.0% | -11.3% | +13.3% | +3.0% |
| 3M | -12.5% | -16.1% | +3.6% | -14.0% |
| 6M | -9.2% | +323.0% | -332.2% | -38.4% |
| YTD | +30.8% | +281.5% | -250.8% | -10.0% |
| 1Y | +29.4% | +319.3% | -289.9% | -13.6% |
| 3Y | -34.6% | +189.4% | -223.9% | -58.2% |
| 5Y | -35.9% | +26.0% | -61.9% | -53.8% |
| All | -10.4% | +161.9% | -172.3% | -59.4% |
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