+297.0%
MXL vs DD
+49.3%
+247.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.8% | -9.4% | -10.0% |
| 7D | -24.3% | +8.7% | -33.0% | -28.0% |
| 30D | -46.1% | +15.3% | -61.4% | -50.7% |
| 3M | -21.8% | +5.9% | -27.7% | -24.6% |
| 6M | -27.2% | +11.6% | -38.8% | -32.5% |
| YTD | +226.2% | +26.5% | +199.6% | +163.0% |
| 1Y | +297.0% | +35.4% | +261.6% | +203.1% |
| All | +297.0% | +49.3% | +247.7% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling