+1,078.0%
MXL vs GWRE
+741.3%
+336.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +7.0% | +7.3% |
| 7D | +18.9% | -13.2% | +32.1% | +25.1% |
| 30D | +0.3% | -18.6% | +18.9% | +5.2% |
| 3M | -8.0% | +18.9% | -26.9% | -23.2% |
| 6M | +341.2% | -11.0% | +352.2% | +312.4% |
| YTD | +327.8% | -29.9% | +357.7% | +339.7% |
| 1Y | +364.9% | -44.3% | +409.2% | +434.8% |
| 3Y | +229.2% | +51.7% | +177.6% | +115.7% |
| 5Y | +42.8% | +15.4% | +27.3% | +4.7% |
| 10Y | +303.1% | +129.4% | +173.6% | +125.3% |
| All | +1,078.0% | +741.3% | +336.7% | +461.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling