+440.0%
IWM vs MXL
+249.5%
+190.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.5% | -5.3% | -0.7% |
| 7D | +0.1% | +1.6% | -1.5% | -0.3% |
| 30D | -1.3% | -7.0% | +5.7% | -0.7% |
| 3M | +1.6% | -33.4% | +35.0% | +4.7% |
| 6M | +13.6% | +260.2% | -246.6% | -22.6% |
| YTD | +20.8% | +260.0% | -239.2% | -18.1% |
| 1Y | +26.4% | +303.5% | -277.1% | -17.2% |
| 3Y | +60.7% | +160.4% | -99.8% | +3.1% |
| 5Y | +38.2% | +14.7% | +23.5% | +1.0% |
| 10Y | +169.5% | +215.6% | -46.1% | +41.0% |
| All | +440.0% | +249.5% | +190.5% | +144.9% |
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 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