+364.9%
MXL vs DRI
+2.4%
+362.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.4% | +7.7% |
| 7D | +18.9% | -3.2% | +22.1% | +18.4% |
| 30D | +0.3% | -7.8% | +8.1% | -0.6% |
| 3M | -8.0% | +0.4% | -8.4% | -6.3% |
| 6M | +341.2% | +4.8% | +336.4% | +345.7% |
| YTD | +327.8% | +16.7% | +311.1% | +317.9% |
| 1Y | +364.9% | +1.5% | +363.4% | +338.7% |
| All | +364.9% | +2.4% | +362.5% | +338.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling