+40.4%
MXL vs NWSA
+40.0%
+0.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.4% |
| 7D | +18.9% | -2.8% | +21.7% | +20.9% |
| 30D | +0.3% | +3.0% | -2.7% | -2.0% |
| 3M | -8.0% | +12.3% | -20.4% | -18.7% |
| 6M | +341.2% | +21.9% | +319.4% | +259.2% |
| YTD | +327.8% | +13.6% | +314.3% | +263.8% |
| 1Y | +364.9% | +0.5% | +364.4% | +340.0% |
| 3Y | +229.2% | +43.8% | +185.5% | +131.3% |
| All | +40.4% | +40.0% | +0.4% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling