+235.5%
MXL vs IWD
+501.6%
-266.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +6.6% |
| 7D | +1.6% | -0.3% | +1.9% | +2.0% |
| 30D | -7.0% | +0.6% | -7.6% | -8.0% |
| 3M | -33.4% | +7.2% | -40.6% | -40.5% |
| 6M | +260.2% | +16.2% | +244.0% | +186.5% |
| YTD | +260.0% | +23.3% | +236.6% | +162.5% |
| 1Y | +303.5% | +29.6% | +273.9% | +175.7% |
| 3Y | +160.4% | +70.5% | +90.0% | +24.4% |
| 5Y | +14.7% | +73.5% | -58.8% | -43.4% |
| 10Y | +215.6% | +198.3% | +17.3% | -21.3% |
| All | +235.5% | +501.6% | -266.1% | -67.0% |
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 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