+182.8%
MXL vs SW
+182.3%
+0.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.7% | +12.1% | +11.5% |
| 7D | +5.5% | -2.6% | +8.0% | +6.0% |
| 30D | -32.6% | +7.2% | -39.8% | -33.6% |
| 3M | -13.1% | -10.5% | -2.7% | -11.7% |
| 6M | -41.4% | +9.9% | -51.3% | -43.2% |
| YTD | +243.9% | +17.2% | +226.7% | +227.1% |
| 1Y | +305.1% | +26.5% | +278.6% | +279.5% |
| 3Y | +260.1% | +47.7% | +212.4% | +237.0% |
| 5Y | -12.1% | +0.2% | -12.3% | -16.6% |
| 10Y | +182.8% | +182.3% | +0.5% | +124.2% |
| All | +182.8% | +182.3% | +0.5% | +124.2% |
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