+303.5%
MXL vs DD
+41.5%
+262.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.3% |
| 7D | +1.6% | -3.5% | +5.1% | +3.8% |
| 30D | -7.0% | -10.3% | +3.3% | -1.0% |
| 3M | -33.4% | -7.5% | -25.9% | -30.3% |
| 6M | +260.2% | -8.0% | +268.2% | +275.9% |
| YTD | +260.0% | +10.5% | +249.5% | +231.4% |
| 1Y | +303.5% | +38.3% | +265.2% | +210.5% |
| All | +303.5% | +41.5% | +262.0% | +210.5% |
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