+163.7%
MXL vs DRI
+331.7%
-168.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +13.4% | +1.1% | +12.4% | +13.0% |
| 30D | -29.2% | +9.7% | -38.9% | -32.5% |
| 3M | -27.2% | +3.2% | -30.4% | -29.2% |
| 6M | -36.4% | +20.6% | -57.0% | -43.6% |
| YTD | +220.0% | +28.3% | +191.8% | +173.1% |
| 1Y | +304.8% | +34.5% | +270.3% | +236.7% |
| 3Y | +238.5% | +66.5% | +171.9% | +147.2% |
| 5Y | -18.8% | +79.6% | -98.4% | -42.9% |
| All | +163.7% | +331.7% | -168.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling