+297.0%
MXL vs DG
+45.3%
+251.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +8.5% | -19.6% | -6.2% |
| 7D | -24.3% | +12.3% | -36.6% | -18.5% |
| 30D | -46.1% | +19.3% | -65.4% | -39.9% |
| 3M | -21.8% | +11.9% | -33.7% | -14.8% |
| 6M | -27.2% | +25.0% | -52.2% | -16.4% |
| YTD | +226.2% | +8.7% | +217.4% | +277.4% |
| 1Y | +297.0% | +44.7% | +252.3% | +348.4% |
| All | +297.0% | +45.3% | +251.7% | +348.4% |
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