+302.4%
MXL vs DAR
+366.1%
-63.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.9% | +9.4% | +8.5% |
| 7D | +18.9% | -0.1% | +19.0% | +18.9% |
| 30D | +0.3% | +2.6% | -2.3% | -1.2% |
| 3M | -8.0% | +14.2% | -22.3% | -14.1% |
| 6M | +341.2% | +17.2% | +324.1% | +304.3% |
| YTD | +327.8% | +80.9% | +247.0% | +217.3% |
| 1Y | +364.9% | +104.0% | +260.9% | +221.1% |
| 3Y | +229.2% | +3.6% | +225.6% | +197.1% |
| 5Y | +42.8% | -7.8% | +50.6% | +31.3% |
| All | +302.4% | +366.1% | -63.6% | +52.0% |
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