+229.2%
MXL vs DGX
+96.4%
+132.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.9% | +8.0% |
| 7D | +18.9% | -0.9% | +19.7% | +18.5% |
| 30D | +0.3% | -1.2% | +1.5% | +0.1% |
| 3M | -8.0% | +15.8% | -23.8% | -3.8% |
| 6M | +341.2% | +18.2% | +323.1% | +366.6% |
| YTD | +327.8% | +37.2% | +290.6% | +355.3% |
| 1Y | +364.9% | +30.4% | +334.5% | +393.3% |
| 3Y | +229.2% | +96.7% | +132.5% | +316.8% |
| All | +229.2% | +96.4% | +132.8% | +316.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling