+220.6%
MXL vs IWD
+518.3%
-297.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.4% | +10.9% | +10.7% |
| 7D | +5.5% | -0.6% | +6.0% | +7.7% |
| 30D | -32.6% | +3.6% | -36.2% | -35.9% |
| 3M | -13.1% | +2.7% | -15.8% | -16.4% |
| 6M | -41.4% | +13.2% | -54.6% | -51.6% |
| YTD | +243.9% | +26.8% | +217.2% | +141.7% |
| 1Y | +305.1% | +29.3% | +275.8% | +177.2% |
| 3Y | +260.1% | +85.1% | +174.9% | +52.5% |
| 5Y | -12.1% | +74.2% | -86.3% | -57.0% |
| 10Y | +182.8% | +204.6% | -21.8% | -31.5% |
| All | +220.6% | +518.3% | -297.7% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling