+302.4%
MXL vs DTE
+137.8%
+164.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.9% | +8.2% |
| 7D | +18.9% | -2.6% | +21.4% | +20.3% |
| 30D | +0.3% | -4.4% | +4.7% | +2.5% |
| 3M | -8.0% | -8.3% | +0.3% | -4.9% |
| 6M | +341.2% | -8.1% | +349.3% | +351.6% |
| YTD | +327.8% | +4.4% | +323.4% | +307.9% |
| 1Y | +364.9% | +0.2% | +364.7% | +352.4% |
| 3Y | +229.2% | +42.6% | +186.6% | +152.1% |
| 5Y | +42.8% | +31.5% | +11.3% | +12.4% |
| All | +302.4% | +137.8% | +164.6% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling