+115.0%
DRAM vs MXL
+269.7%
-154.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.5% | +1.1% | +5.3% |
| 7D | +6.9% | +1.6% | +5.3% | +6.5% |
| 30D | +11.1% | -7.0% | +18.1% | +12.6% |
| 3M | -9.1% | -33.4% | +24.3% | -2.0% |
| All | +115.0% | +269.7% | -154.7% | +134.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling