+163.7%
MXL vs SW
+177.1%
-13.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | +13.4% | -2.9% | +16.4% | +14.0% |
| 30D | -29.2% | +5.0% | -34.3% | -30.0% |
| 3M | -27.2% | -13.7% | -13.6% | -25.6% |
| 6M | -36.4% | +8.0% | -44.4% | -38.3% |
| YTD | +220.0% | +14.0% | +206.1% | +205.8% |
| 1Y | +304.8% | +25.6% | +279.2% | +279.5% |
| 3Y | +238.5% | +40.1% | +198.3% | +219.2% |
| 5Y | -18.8% | -2.6% | -16.2% | -22.6% |
| All | +163.7% | +177.1% | -13.3% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling