+238.5%
MXL vs D
+73.4%
+165.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.3% |
| 7D | +13.4% | -1.4% | +14.8% | +13.0% |
| 30D | -29.2% | +7.7% | -37.0% | -27.4% |
| 3M | -27.2% | -0.3% | -26.9% | -26.3% |
| 6M | -36.4% | +10.1% | -46.5% | -34.6% |
| YTD | +220.0% | +19.1% | +201.0% | +231.5% |
| 1Y | +304.8% | +15.9% | +288.9% | +318.5% |
| 3Y | +238.5% | +75.0% | +163.5% | +243.0% |
| All | +238.5% | +73.4% | +165.1% | +243.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling