+238.5%
MXL vs IWD
+85.1%
+153.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.9% |
| 7D | +13.4% | +2.3% | +11.1% | +8.4% |
| 30D | -29.2% | +3.6% | -32.8% | -34.1% |
| 3M | -27.2% | +2.2% | -29.4% | -30.4% |
| 6M | -36.4% | +13.0% | -49.4% | -52.2% |
| YTD | +220.0% | +26.5% | +193.5% | +87.5% |
| 1Y | +304.8% | +30.1% | +274.6% | +122.6% |
| 3Y | +238.5% | +84.9% | +153.6% | -9.8% |
| All | +238.5% | +85.1% | +153.3% | -9.8% |
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