+229.2%
MXL vs GWRE
+50.1%
+179.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +7.0% | +7.5% |
| 7D | +18.9% | -13.2% | +32.1% | +20.7% |
| 30D | +0.3% | -18.6% | +18.9% | +1.2% |
| 3M | -8.0% | +18.9% | -26.9% | -18.4% |
| 6M | +341.2% | -11.0% | +352.2% | +323.5% |
| YTD | +327.8% | -29.9% | +357.7% | +345.3% |
| 1Y | +364.9% | -44.3% | +409.2% | +431.9% |
| 3Y | +229.2% | +51.7% | +177.6% | +113.5% |
| All | +229.2% | +50.1% | +179.1% | +113.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling