+38.2%
IWM vs MXL
+34.9%
+3.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -8.9% | -2.3% |
| 7D | -1.1% | +19.0% | -20.1% | -3.5% |
| 30D | -3.1% | +4.5% | -7.6% | -4.2% |
| 3M | +2.2% | -1.5% | +3.7% | -0.8% |
| 6M | +15.1% | +348.6% | -333.5% | -19.1% |
| YTD | +18.6% | +310.3% | -291.7% | -15.6% |
| 1Y | +24.0% | +344.7% | -320.7% | -13.9% |
| 3Y | +63.7% | +211.2% | -147.5% | +9.4% |
| 5Y | +38.2% | +34.8% | +3.4% | +11.6% |
| All | +38.2% | +34.9% | +3.3% | +11.6% |
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