+282.4%
MXL vs DINO
+1,427.7%
-1,145.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.7% | +7.6% |
| 7D | +19.0% | +2.0% | +17.0% | +18.2% |
| 30D | +4.5% | +27.7% | -23.2% | -3.9% |
| 3M | -1.5% | +56.3% | -57.8% | -16.2% |
| 6M | +348.6% | +107.6% | +241.1% | +247.7% |
| YTD | +310.3% | +140.2% | +170.1% | +200.9% |
| 1Y | +344.7% | +113.0% | +231.7% | +238.8% |
| 3Y | +211.2% | +100.1% | +111.1% | +136.2% |
| 5Y | +34.8% | +328.7% | -293.9% | -22.3% |
| 10Y | +286.5% | +489.2% | -202.6% | +80.8% |
| All | +282.4% | +1,427.7% | -1,145.3% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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