+297.0%
MXL vs NWSA
+18.2%
+278.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.7% | -14.9% | -6.8% |
| 7D | -24.3% | +4.3% | -28.6% | -20.0% |
| 30D | -46.1% | +5.6% | -51.7% | -41.8% |
| 3M | -21.8% | +7.3% | -29.1% | -13.0% |
| 6M | -27.2% | +18.8% | -46.1% | -9.0% |
| YTD | +226.2% | +17.9% | +208.3% | +315.9% |
| 1Y | +297.0% | +19.3% | +277.7% | +403.3% |
| All | +297.0% | +18.2% | +278.8% | +403.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling