+255.6%
MXL vs DG
+492.4%
-236.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.0% | +10.0% | +6.6% |
| 7D | +15.5% | -2.5% | +17.9% | +15.8% |
| 30D | -11.3% | +1.0% | -12.3% | -11.5% |
| 3M | -16.1% | +20.3% | -36.4% | -19.3% |
| 6M | +323.0% | -11.7% | +334.8% | +328.2% |
| YTD | +281.5% | -2.3% | +283.9% | +278.2% |
| 1Y | +319.3% | +20.0% | +299.3% | +297.7% |
| 3Y | +189.4% | +7.2% | +182.1% | +166.2% |
| 5Y | +26.0% | -37.9% | +63.9% | +37.4% |
| 10Y | +243.5% | +107.3% | +136.2% | +173.5% |
| All | +255.6% | +492.4% | -236.8% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling