+297.0%
MXL vs DKS
-29.5%
+326.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +7.7% | -18.8% | -10.9% |
| 7D | -24.3% | +8.4% | -32.8% | -24.2% |
| 30D | -46.1% | +7.7% | -53.8% | -46.1% |
| 3M | -21.8% | -25.8% | +3.9% | -18.6% |
| 6M | -27.2% | -31.0% | +3.8% | -25.0% |
| YTD | +226.2% | -23.8% | +250.0% | +210.7% |
| 1Y | +297.0% | -29.8% | +326.8% | +292.6% |
| All | +297.0% | -29.5% | +326.5% | +292.6% |
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