+163.7%
MXL vs ACWI
+224.5%
-60.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -4.8% |
| 7D | +13.4% | +2.4% | +11.0% | +8.7% |
| 30D | -29.2% | -1.7% | -27.6% | -24.8% |
| 3M | -27.2% | -3.9% | -23.3% | -17.6% |
| 6M | -36.4% | +0.8% | -37.2% | -32.6% |
| YTD | +220.0% | +11.0% | +209.0% | +185.2% |
| 1Y | +304.8% | +13.1% | +291.7% | +249.6% |
| 3Y | +238.5% | +73.9% | +164.6% | +44.5% |
| 5Y | -18.8% | +59.0% | -77.8% | -56.1% |
| All | +163.7% | +224.5% | -60.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling