+364.9%
MXL vs DTE
+1.0%
+363.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.3% | +8.9% | +6.8% |
| 7D | +18.9% | -2.6% | +21.4% | +17.1% |
| 30D | +0.3% | -4.4% | +4.7% | -2.1% |
| 3M | -8.0% | -8.3% | +0.3% | -13.6% |
| 6M | +341.2% | -8.1% | +349.3% | +313.3% |
| YTD | +327.8% | +4.4% | +323.4% | +285.8% |
| 1Y | +364.9% | +0.2% | +364.7% | +323.3% |
| All | +364.9% | +1.0% | +363.9% | +323.3% |
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