+302.4%
MXL vs DG
+101.8%
+200.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.3% | +6.2% | +7.4% |
| 7D | +18.9% | -6.5% | +25.3% | +19.7% |
| 30D | +0.3% | +4.2% | -3.8% | -0.3% |
| 3M | -8.0% | +9.5% | -17.6% | -9.9% |
| 6M | +341.2% | -13.1% | +354.4% | +348.1% |
| YTD | +327.8% | -4.8% | +332.7% | +326.8% |
| 1Y | +364.9% | +20.6% | +344.3% | +342.6% |
| 3Y | +229.2% | +4.9% | +224.3% | +205.8% |
| 5Y | +42.8% | -37.9% | +80.6% | +63.8% |
| All | +302.4% | +101.8% | +200.7% | +219.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling