+235.5%
MXL vs DRI
+836.6%
-601.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.1% | +5.8% |
| 7D | +1.6% | +0.6% | +1.1% | +1.4% |
| 30D | -7.0% | +3.8% | -10.8% | -8.7% |
| 3M | -33.4% | +13.0% | -46.4% | -38.3% |
| 6M | +260.2% | +8.3% | +251.8% | +239.1% |
| YTD | +260.0% | +20.6% | +239.3% | +220.5% |
| 1Y | +303.5% | +6.5% | +297.0% | +280.1% |
| 3Y | +160.4% | +53.7% | +106.7% | +100.8% |
| 5Y | +14.7% | +72.7% | -58.0% | -16.3% |
| 10Y | +215.6% | +363.2% | -147.6% | +24.9% |
| All | +235.5% | +836.6% | -601.1% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling