+297.0%
MXL vs DTE
+5.6%
+291.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.4% | -13.6% | -9.1% |
| 7D | -24.3% | +4.2% | -28.6% | -21.6% |
| 30D | -46.1% | +10.0% | -56.1% | -42.1% |
| 3M | -21.8% | -2.1% | -19.8% | -22.8% |
| 6M | -27.2% | -4.7% | -22.6% | -29.2% |
| YTD | +226.2% | +9.3% | +216.8% | +199.2% |
| 1Y | +297.0% | +6.6% | +290.4% | +267.5% |
| All | +297.0% | +5.6% | +291.4% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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