-14.9%
DRAM vs MXL
-40.1%
+25.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.8% |
| 7D | +18.0% | +33.1% | -15.1% | +1.9% |
| 30D | -17.4% | -33.5% | +16.1% | -0.9% |
| 3M | -20.3% | -20.7% | +0.3% | -15.4% |
| 6M | -14.9% | -35.9% | +21.0% | -8.4% |
| All | -14.9% | -40.1% | +25.2% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling