+303.5%
MXL vs D
+15.7%
+287.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +7.0% | +4.9% |
| 7D | +1.6% | +0.4% | +1.2% | +1.8% |
| 30D | -7.0% | -3.6% | -3.4% | -8.4% |
| 3M | -33.4% | -1.0% | -32.4% | -33.7% |
| 6M | +260.2% | +6.3% | +253.9% | +268.3% |
| YTD | +260.0% | +14.7% | +245.2% | +279.8% |
| 1Y | +303.5% | +16.9% | +286.5% | +325.7% |
| All | +303.5% | +15.7% | +287.8% | +325.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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