+270.8%
MXL vs DTE
+524.7%
-253.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.3% |
| 7D | +16.6% | -2.0% | +18.6% | +17.9% |
| 30D | +0.5% | -2.4% | +2.9% | +1.9% |
| 3M | -3.6% | -7.3% | +3.7% | -0.4% |
| 6M | +328.0% | -7.6% | +335.7% | +338.9% |
| YTD | +297.8% | +5.8% | +292.0% | +275.6% |
| 1Y | +339.4% | +2.3% | +337.1% | +322.2% |
| 3Y | +201.7% | +45.0% | +156.7% | +124.6% |
| 5Y | +32.8% | +33.2% | -0.5% | +2.0% |
| 10Y | +274.8% | +141.4% | +133.4% | +75.3% |
| All | +270.8% | +524.7% | -253.9% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling