+110.9%
DT vs MXL
+202.7%
-91.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.0% | -9.1% | -4.1% |
| 7D | -4.9% | +15.5% | -20.3% | -7.2% |
| 30D | +2.7% | -11.3% | +14.0% | +3.7% |
| 3M | +20.0% | -16.1% | +36.1% | +17.3% |
| 6M | +28.0% | +323.0% | -295.0% | -18.7% |
| YTD | +16.0% | +281.5% | -265.5% | -25.2% |
| 1Y | +0.7% | +319.3% | -318.6% | -37.5% |
| 3Y | +6.2% | +189.4% | -183.2% | -38.1% |
| 5Y | -28.1% | +26.0% | -54.1% | -47.4% |
| All | +110.9% | +202.7% | -91.8% | -5.5% |
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