+344.7%
MXL vs D
+17.3%
+327.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.7% | +9.2% | +6.8% |
| 7D | +19.0% | -0.4% | +19.4% | +18.8% |
| 30D | +4.5% | -2.1% | +6.6% | +3.7% |
| 3M | -1.5% | -0.7% | -0.8% | -2.0% |
| 6M | +348.6% | +5.6% | +343.0% | +358.3% |
| YTD | +310.3% | +14.6% | +295.7% | +333.2% |
| 1Y | +344.7% | +15.3% | +329.4% | +363.7% |
| All | +344.7% | +17.3% | +327.5% | +363.7% |
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