+22.9%
ITW vs MXL
+276.5%
-253.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -11.1% | +13.5% | +2.2% |
| 7D | +6.3% | -24.3% | +30.6% | +6.0% |
| 30D | +11.1% | -46.1% | +57.2% | +10.6% |
| 3M | +0.1% | -21.8% | +21.9% | 0.0% |
| 6M | +18.1% | -27.2% | +45.3% | +17.9% |
| YTD | +21.4% | +226.2% | -204.8% | +11.6% |
| 1Y | +22.9% | +297.0% | -274.1% | +11.9% |
| All | +22.9% | +276.5% | -253.6% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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