+32.8%
MXL vs DG
-39.4%
+72.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -3.2% |
| 7D | +16.6% | -6.3% | +22.9% | +16.0% |
| 30D | +0.5% | +2.4% | -2.0% | +0.7% |
| 3M | -3.6% | +12.4% | -16.0% | -2.8% |
| 6M | +328.0% | -14.9% | +343.0% | +330.7% |
| YTD | +297.8% | -6.1% | +303.9% | +300.8% |
| 1Y | +339.4% | +17.9% | +321.6% | +343.7% |
| 3Y | +201.7% | +3.1% | +198.6% | +211.3% |
| 5Y | +32.8% | -38.7% | +71.4% | +60.2% |
| All | +32.8% | -39.4% | +72.2% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling