+303.5%
MXL vs DG
+23.4%
+280.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +6.0% |
| 7D | +1.6% | +8.4% | -6.8% | +4.4% |
| 30D | -7.0% | +4.9% | -11.9% | -5.4% |
| 3M | -33.4% | +29.3% | -62.7% | -29.7% |
| 6M | +260.2% | -11.3% | +271.4% | +294.5% |
| YTD | +260.0% | +1.8% | +258.2% | +283.6% |
| 1Y | +303.5% | +25.3% | +278.1% | +289.3% |
| All | +303.5% | +23.4% | +280.0% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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