+187.9%
MXL vs ACWI
+401.9%
-214.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -2.9% |
| 7D | -15.9% | -0.2% | -15.7% | -14.4% |
| 30D | -44.0% | -3.3% | -40.7% | -39.3% |
| 3M | -21.3% | -3.4% | -17.9% | -13.5% |
| 6M | -46.1% | +0.8% | -46.9% | -43.3% |
| YTD | +208.8% | +10.7% | +198.1% | +182.5% |
| 1Y | +255.5% | +11.6% | +243.9% | +222.6% |
| 3Y | +223.3% | +73.4% | +149.9% | +60.4% |
| 5Y | -18.1% | +60.2% | -78.3% | -50.7% |
| 10Y | +159.9% | +221.6% | -61.7% | -30.8% |
| All | +187.9% | +401.9% | -214.0% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling