-41.4%
MXL vs IWD
+13.2%
-54.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.4% | +10.9% | +10.8% |
| 7D | +5.5% | -0.6% | +6.0% | +6.3% |
| 30D | -32.6% | +3.6% | -36.2% | -33.0% |
| 3M | -13.1% | +2.7% | -15.8% | -13.9% |
| 6M | -41.4% | +13.2% | -54.6% | -53.8% |
| All | -41.4% | +13.2% | -54.6% | -53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling