+302.4%
MXL vs DD
+66.6%
+235.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.7% |
| 7D | +18.9% | -3.5% | +22.4% | +21.7% |
| 30D | +0.3% | -11.7% | +12.0% | +9.9% |
| 3M | -8.0% | -9.2% | +1.2% | -1.8% |
| 6M | +341.2% | -7.2% | +348.4% | +359.1% |
| YTD | +327.8% | +6.6% | +321.2% | +301.7% |
| 1Y | +364.9% | +32.0% | +332.9% | +271.2% |
| 3Y | +229.2% | +42.1% | +187.1% | +146.0% |
| 5Y | +42.8% | +58.1% | -15.3% | -0.6% |
| All | +302.4% | +66.6% | +235.8% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling