+178.8%
MXL vs IWD
+202.4%
-23.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.0% |
| 7D | +33.1% | +1.7% | +31.4% | +29.9% |
| 30D | -33.5% | +3.2% | -36.7% | -36.5% |
| 3M | -20.7% | +2.3% | -23.0% | -23.4% |
| 6M | -35.9% | +12.9% | -48.8% | -47.7% |
| YTD | +238.3% | +26.2% | +212.0% | +132.8% |
| 1Y | +296.2% | +28.3% | +268.0% | +166.6% |
| 3Y | +254.1% | +84.4% | +169.7% | +41.9% |
| 5Y | -14.1% | +73.0% | -87.1% | -60.0% |
| All | +178.8% | +202.4% | -23.6% | -33.0% |
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