+159.0%
MXL vs SW
+182.7%
-23.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +11.9% | +11.2% |
| 7D | -27.1% | +2.3% | -29.4% | -27.4% |
| 30D | -54.2% | +6.8% | -61.0% | -54.8% |
| 3M | -29.9% | -5.2% | -24.7% | -29.5% |
| 6M | -39.5% | +7.4% | -46.9% | -41.1% |
| YTD | +182.2% | +17.4% | +164.8% | +168.3% |
| 1Y | +231.8% | +27.1% | +204.8% | +210.6% |
| 3Y | +195.9% | +47.9% | +148.0% | +176.9% |
| 5Y | -27.3% | -2.6% | -24.7% | -30.8% |
| All | +159.0% | +182.7% | -23.7% | +109.0% |
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