-35.9%
MXL vs D
+9.8%
-45.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -2.7% |
| 7D | +33.1% | -3.1% | +36.1% | +28.4% |
| 30D | -33.5% | +8.4% | -41.8% | -26.2% |
| 3M | -20.7% | +0.2% | -20.9% | -16.9% |
| 6M | -35.9% | +9.5% | -45.3% | -31.6% |
| All | -35.9% | +9.8% | -45.7% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling