+40.4%
MXL vs GWW
+222.0%
-181.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +7.2% |
| 7D | +18.9% | -3.4% | +22.2% | +20.8% |
| 30D | +0.3% | -1.9% | +2.2% | +1.0% |
| 3M | -8.0% | -2.4% | -5.6% | -8.0% |
| 6M | +341.2% | +15.7% | +325.5% | +295.4% |
| YTD | +327.8% | +27.6% | +300.2% | +258.9% |
| 1Y | +364.9% | +27.2% | +337.7% | +290.4% |
| 3Y | +229.2% | +89.7% | +139.6% | +105.8% |
| All | +40.4% | +222.0% | -181.6% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling