+249.4%
MXL vs ACWI
+74.5%
+174.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.6% | +11.1% | +6.0% |
| 7D | -8.8% | +0.3% | -9.2% | -8.0% |
| 30D | -41.9% | -2.8% | -39.0% | -34.7% |
| 3M | -25.4% | -3.2% | -22.3% | -14.0% |
| 6M | -44.0% | +1.3% | -45.3% | -40.8% |
| YTD | +220.8% | +11.2% | +209.5% | +170.3% |
| 1Y | +278.8% | +13.8% | +265.0% | +202.6% |
| 3Y | +249.4% | +76.2% | +173.2% | +10.3% |
| All | +249.4% | +74.5% | +174.9% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling