+302.4%
MXL vs GWRE
+131.0%
+171.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +7.0% | +7.3% |
| 7D | +18.9% | -13.2% | +32.1% | +25.7% |
| 30D | +0.3% | -18.6% | +18.9% | +5.4% |
| 3M | -8.0% | +18.9% | -26.9% | -25.7% |
| 6M | +341.2% | -11.0% | +352.2% | +306.1% |
| YTD | +327.8% | -29.9% | +357.7% | +341.8% |
| 1Y | +364.9% | -44.3% | +409.2% | +450.8% |
| 3Y | +229.2% | +51.7% | +177.6% | +87.1% |
| 5Y | +42.8% | +15.4% | +27.3% | -5.2% |
| All | +302.4% | +131.0% | +171.4% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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