+114.1%
DT vs MXL
+239.4%
-125.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.2% | -1.9% |
| 7D | -1.6% | +18.9% | -20.5% | -4.5% |
| 30D | +3.0% | +0.3% | +2.7% | +2.1% |
| 3M | +26.5% | -8.0% | +34.5% | +22.0% |
| 6M | +35.9% | +341.2% | -305.3% | -13.8% |
| YTD | +17.8% | +327.8% | -310.0% | -25.5% |
| 1Y | +4.1% | +364.9% | -360.8% | -36.6% |
| 3Y | +5.3% | +229.2% | -223.9% | -40.1% |
| 5Y | -27.2% | +42.8% | -69.9% | -47.9% |
| All | +114.1% | +239.4% | -125.3% | -5.9% |
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 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