+34.8%
MXL vs DRI
+68.4%
-33.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.2% | +8.4% |
| 7D | +19.0% | -4.8% | +23.8% | +21.9% |
| 30D | +4.5% | -3.9% | +8.4% | +6.6% |
| 3M | -1.5% | +5.1% | -6.6% | -6.1% |
| 6M | +348.6% | +5.5% | +343.1% | +323.0% |
| YTD | +310.3% | +16.5% | +293.8% | +260.4% |
| 1Y | +344.7% | +2.0% | +342.7% | +323.5% |
| 3Y | +211.2% | +54.5% | +156.7% | +111.6% |
| 5Y | +34.8% | +66.6% | -31.7% | -17.0% |
| All | +34.8% | +68.4% | -33.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling