+235.5%
MXL vs ACWI
+422.1%
-186.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.6% |
| 7D | +1.6% | +0.5% | +1.1% | +0.8% |
| 30D | -7.0% | +0.9% | -7.9% | -7.9% |
| 3M | -33.4% | +2.4% | -35.8% | -33.8% |
| 6M | +260.2% | +12.4% | +247.8% | +209.2% |
| YTD | +260.0% | +15.2% | +244.8% | +198.3% |
| 1Y | +303.5% | +22.7% | +280.8% | +206.0% |
| 3Y | +160.4% | +75.8% | +84.7% | +22.5% |
| 5Y | +14.7% | +67.7% | -53.0% | -37.7% |
| 10Y | +215.6% | +229.0% | -13.4% | -22.2% |
| All | +235.5% | +422.1% | -186.6% | -52.9% |
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 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