+274.2%
MXL vs ACWI
+230.9%
+43.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -1.3% |
| 7D | +16.6% | -1.9% | +18.6% | +21.1% |
| 30D | +0.5% | -1.3% | +1.8% | +3.5% |
| 3M | -3.6% | +5.0% | -8.6% | -9.6% |
| 6M | +328.0% | +11.7% | +316.3% | +259.3% |
| YTD | +297.8% | +13.0% | +284.9% | +228.9% |
| 1Y | +339.4% | +19.2% | +320.2% | +232.5% |
| 3Y | +201.7% | +75.0% | +126.7% | +22.7% |
| 5Y | +32.8% | +67.1% | -34.3% | -36.6% |
| All | +274.2% | +230.9% | +43.3% | -32.9% |
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