-27.3%
MXL vs ACWI
+54.8%
-82.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.1% |
| 7D | -27.1% | -2.4% | -24.8% | -21.7% |
| 30D | -54.2% | -5.2% | -49.0% | -46.3% |
| 3M | -29.9% | -4.8% | -25.1% | -17.4% |
| 6M | -39.5% | -1.3% | -38.1% | -32.2% |
| YTD | +182.2% | +8.4% | +173.8% | +157.9% |
| 1Y | +231.8% | +11.0% | +220.8% | +188.8% |
| 3Y | +195.9% | +70.6% | +125.4% | +12.7% |
| All | -27.3% | +54.8% | -82.1% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling