+738.3%
ITW vs MXL
+286.3%
+452.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.8% |
| 7D | -2.4% | +16.6% | -19.0% | -4.2% |
| 30D | -9.5% | +0.5% | -10.0% | -10.0% |
| 3M | +6.6% | -3.6% | +10.3% | +3.8% |
| 6M | -1.8% | +328.0% | -329.8% | -26.7% |
| YTD | +9.0% | +297.8% | -288.8% | -18.2% |
| 1Y | +3.6% | +339.4% | -335.9% | -24.1% |
| 3Y | +19.4% | +201.7% | -182.3% | -15.2% |
| 5Y | +36.4% | +32.8% | +3.6% | +5.7% |
| 10Y | +190.0% | +274.8% | -84.8% | +67.4% |
| All | +738.3% | +286.3% | +452.0% | +342.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling