+255.6%
MXL vs DD
+278.7%
-23.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.2% | +6.2% | +6.1% |
| 7D | +15.5% | -0.6% | +16.1% | +16.0% |
| 30D | -11.3% | -7.4% | -3.9% | -6.3% |
| 3M | -16.1% | -6.4% | -9.7% | -12.4% |
| 6M | +323.0% | -2.5% | +325.5% | +325.7% |
| YTD | +281.5% | +10.2% | +271.3% | +253.7% |
| 1Y | +319.3% | +36.9% | +282.4% | +235.1% |
| 3Y | +189.4% | +47.0% | +142.4% | +119.0% |
| 5Y | +26.0% | +63.1% | -37.2% | -10.0% |
| 10Y | +243.5% | +68.2% | +175.3% | +117.0% |
| All | +255.6% | +278.7% | -23.1% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling