+189.4%
MXL vs IWD
+71.7%
+117.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.8% | +6.8% | +7.8% |
| 7D | +15.5% | -0.2% | +15.6% | +15.6% |
| 30D | -11.3% | -0.8% | -10.5% | -10.3% |
| 3M | -16.1% | +8.0% | -24.1% | -31.0% |
| 6M | +323.0% | +18.2% | +304.8% | +186.2% |
| YTD | +281.5% | +22.3% | +259.2% | +140.4% |
| 1Y | +319.3% | +28.9% | +290.4% | +137.6% |
| 3Y | +189.4% | +71.5% | +117.8% | -7.1% |
| All | +189.4% | +71.7% | +117.7% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling