+303.5%
MXL vs DLTR
+29.2%
+274.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.5% |
| 7D | +1.6% | +2.5% | -0.8% | +1.4% |
| 30D | -7.0% | +2.1% | -9.1% | -7.2% |
| 3M | -33.4% | +20.3% | -53.7% | -36.4% |
| 6M | +260.2% | +11.5% | +248.6% | +260.5% |
| YTD | +260.0% | +6.8% | +253.1% | +260.8% |
| 1Y | +303.5% | +31.1% | +272.4% | +211.1% |
| All | +303.5% | +29.2% | +274.2% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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