+37.6%
ITW vs MXL
+40.1%
-2.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | +0.7% |
| 7D | -0.7% | +18.9% | -19.6% | -1.8% |
| 30D | -8.3% | +0.3% | -8.6% | -8.5% |
| 3M | +6.0% | -8.0% | +14.1% | +5.0% |
| 6M | 0.0% | +341.2% | -341.3% | -17.0% |
| YTD | +10.2% | +327.8% | -317.6% | -8.5% |
| 1Y | +3.2% | +364.9% | -361.7% | -15.5% |
| 3Y | +21.0% | +229.2% | -208.2% | -3.8% |
| All | +37.6% | +40.1% | -2.5% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling