+957.8%
MXL vs NWSA
+122.3%
+835.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.8% |
| 7D | +19.0% | -3.1% | +22.1% | +21.0% |
| 30D | +4.5% | +4.3% | +0.2% | +1.4% |
| 3M | -1.5% | +9.2% | -10.7% | -10.6% |
| 6M | +348.6% | +21.6% | +327.0% | +275.8% |
| YTD | +310.3% | +14.2% | +296.1% | +253.8% |
| 1Y | +344.7% | +1.8% | +343.0% | +314.5% |
| 3Y | +211.2% | +44.4% | +166.7% | +133.7% |
| 5Y | +34.8% | +41.0% | -6.1% | +2.4% |
| 10Y | +286.5% | +150.0% | +136.5% | +97.5% |
| All | +957.8% | +122.3% | +835.5% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling