+286.5%
MXL vs IWD
+195.0%
+91.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.6% | +8.1% | +8.5% |
| 7D | +19.0% | -1.2% | +20.2% | +21.0% |
| 30D | +4.5% | -1.6% | +6.1% | +6.9% |
| 3M | -1.5% | +7.0% | -8.5% | -12.9% |
| 6M | +348.6% | +17.0% | +331.7% | +245.7% |
| YTD | +310.3% | +21.6% | +288.6% | +198.4% |
| 1Y | +344.7% | +28.0% | +316.7% | +200.7% |
| 3Y | +211.2% | +70.6% | +140.6% | +40.9% |
| 5Y | +34.8% | +73.3% | -38.5% | -36.8% |
| 10Y | +286.5% | +200.5% | +86.0% | -4.6% |
| All | +286.5% | +195.0% | +91.5% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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