+303.5%
MXL vs DKS
-32.3%
+335.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.6% |
| 7D | +1.6% | +3.0% | -1.4% | +1.2% |
| 30D | -7.0% | -30.5% | +23.5% | -0.7% |
| 3M | -33.4% | -35.7% | +2.3% | -28.3% |
| 6M | +260.2% | -29.7% | +289.9% | +254.4% |
| YTD | +260.0% | -28.9% | +288.8% | +251.6% |
| 1Y | +303.5% | -35.9% | +339.3% | +326.2% |
| All | +303.5% | -32.3% | +335.8% | +326.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling