-5.7%
DT vs MXL
+276.5%
-282.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.1% | +10.6% | -0.6% |
| 7D | -25.5% | -24.3% | -1.2% | -25.6% |
| 30D | -22.3% | -46.1% | +23.8% | -22.6% |
| 3M | +2.3% | -21.8% | +24.2% | +2.3% |
| 6M | +20.7% | -27.2% | +47.9% | +19.8% |
| YTD | +7.9% | +226.2% | -218.2% | +5.6% |
| 1Y | -5.7% | +297.0% | -302.7% | -8.9% |
| All | -5.7% | +276.5% | -282.2% | -8.9% |
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 · 6 months rolling