+274.2%
MXL vs DRI
+348.7%
-74.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.6% |
| 7D | +16.6% | -4.8% | +21.5% | +19.2% |
| 30D | +0.5% | -5.2% | +5.7% | +2.9% |
| 3M | -3.6% | +2.7% | -6.4% | -6.4% |
| 6M | +328.0% | +3.6% | +324.4% | +311.1% |
| YTD | +297.8% | +15.4% | +282.4% | +260.9% |
| 1Y | +339.4% | +1.3% | +338.2% | +323.3% |
| 3Y | +201.7% | +53.1% | +148.6% | +131.9% |
| 5Y | +32.8% | +64.6% | -31.8% | -1.6% |
| All | +274.2% | +348.7% | -74.5% | +70.5% |
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