+216.7%
MXL vs SW
+147.8%
+68.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.3% | +5.3% |
| 7D | +1.6% | -5.1% | +6.7% | +2.6% |
| 30D | -7.0% | -4.6% | -2.4% | -6.2% |
| 3M | -33.4% | +9.4% | -42.8% | -35.0% |
| 6M | +260.2% | +3.5% | +256.7% | +253.4% |
| YTD | +260.0% | +22.0% | +237.9% | +241.6% |
| 1Y | +303.5% | +2.2% | +301.3% | +295.0% |
| 3Y | +160.4% | +19.6% | +140.9% | +149.7% |
| 5Y | +14.7% | -2.3% | +17.0% | +9.1% |
| All | +216.7% | +147.8% | +68.9% | +176.5% |
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