+206.1%
MXL vs DD
+41.5%
+164.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.7% |
| 7D | +16.6% | -2.9% | +19.5% | +18.9% |
| 30D | +0.5% | -11.5% | +12.0% | +9.8% |
| 3M | -3.6% | -5.4% | +1.8% | +0.1% |
| 6M | +328.0% | -6.9% | +334.9% | +343.4% |
| YTD | +297.8% | +6.9% | +290.9% | +270.0% |
| 1Y | +339.4% | +35.6% | +303.8% | +237.7% |
| All | +206.1% | +41.5% | +164.6% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling