+198.3%
MXL vs DAR
+531.2%
-332.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.9% |
| 7D | +13.4% | +11.6% | +1.9% | +8.2% |
| 30D | -29.2% | -10.2% | -19.0% | -25.1% |
| 3M | -27.2% | -14.8% | -12.4% | -21.8% |
| 6M | -36.4% | -10.1% | -26.3% | -33.7% |
| YTD | +220.0% | +55.5% | +164.5% | +159.0% |
| 1Y | +304.8% | +61.7% | +243.1% | +220.5% |
| 3Y | +238.5% | +37.2% | +201.3% | +163.9% |
| 5Y | -18.8% | -26.9% | +8.2% | -16.7% |
| 10Y | +163.1% | +314.4% | -151.3% | +13.5% |
| All | +198.3% | +531.2% | -332.9% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling