+229.2%
MXL vs GWW
+89.6%
+139.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +7.4% |
| 7D | +18.9% | -3.4% | +22.2% | +19.9% |
| 30D | +0.3% | -1.9% | +2.2% | +0.7% |
| 3M | -8.0% | -2.4% | -5.6% | -8.2% |
| 6M | +341.2% | +15.7% | +325.5% | +305.3% |
| YTD | +327.8% | +27.6% | +300.2% | +272.4% |
| 1Y | +364.9% | +27.2% | +337.7% | +304.7% |
| 3Y | +229.2% | +89.7% | +139.6% | +182.4% |
| All | +229.2% | +89.6% | +139.6% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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