+189.4%
MXL vs D
+65.5%
+123.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.6% | +5.4% | +6.1% |
| 7D | +15.5% | +0.8% | +14.7% | +15.6% |
| 30D | -11.3% | -0.7% | -10.6% | -11.4% |
| 3M | -16.1% | +2.1% | -18.2% | -16.0% |
| 6M | +323.0% | +6.8% | +316.2% | +325.6% |
| YTD | +281.5% | +16.5% | +265.0% | +285.2% |
| 1Y | +319.3% | +19.2% | +300.1% | +323.4% |
| 3Y | +189.4% | +61.9% | +127.5% | +178.3% |
| All | +189.4% | +65.5% | +123.9% | +178.3% |
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