+215.7%
MXL vs DRI
+54.1%
+161.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.2% | +7.9% |
| 7D | +19.0% | -4.8% | +23.8% | +20.4% |
| 30D | +4.5% | -3.9% | +8.4% | +5.6% |
| 3M | -1.5% | +5.1% | -6.6% | -3.8% |
| 6M | +348.6% | +5.5% | +343.1% | +335.2% |
| YTD | +310.3% | +16.5% | +293.8% | +279.3% |
| 1Y | +344.7% | +2.0% | +342.7% | +334.3% |
| All | +215.7% | +54.1% | +161.6% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling