+163.7%
MXL vs DAR
+311.7%
-148.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.9% |
| 7D | +13.4% | +11.6% | +1.9% | +7.9% |
| 30D | -29.2% | -10.2% | -19.0% | -24.9% |
| 3M | -27.2% | -14.8% | -12.4% | -21.5% |
| 6M | -36.4% | -10.1% | -26.3% | -33.6% |
| YTD | +220.0% | +55.5% | +164.5% | +155.5% |
| 1Y | +304.8% | +61.7% | +243.1% | +215.7% |
| 3Y | +238.5% | +37.2% | +201.3% | +158.3% |
| 5Y | -18.8% | -26.9% | +8.2% | -15.7% |
| All | +163.7% | +311.7% | -148.0% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling