+235.5%
MXL vs D
+228.2%
+7.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.7% |
| 7D | +1.6% | +1.5% | +0.2% | +1.1% |
| 30D | -7.0% | -2.6% | -4.4% | -6.2% |
| 3M | -33.4% | 0.0% | -33.4% | -33.8% |
| 6M | +260.2% | +7.4% | +252.8% | +247.9% |
| YTD | +260.0% | +15.9% | +244.1% | +238.5% |
| 1Y | +303.5% | +18.1% | +285.4% | +274.9% |
| 3Y | +160.4% | +58.4% | +102.1% | +107.3% |
| 5Y | +14.7% | +5.2% | +9.5% | +7.0% |
| 10Y | +215.6% | +35.9% | +179.7% | +138.1% |
| All | +235.5% | +228.2% | +7.3% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling