+166.6%
MXL vs SW
+40.4%
+126.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -1.5% | -20.6% | -21.6% |
| 7D | -38.1% | +4.7% | -42.8% | -39.1% |
| 30D | -59.5% | +5.0% | -64.5% | -60.3% |
| 3M | -34.3% | -7.3% | -27.0% | -32.9% |
| 6M | -45.8% | +15.0% | -60.7% | -50.6% |
| YTD | +154.2% | +18.5% | +135.7% | +122.8% |
| 1Y | +192.1% | +27.1% | +165.0% | +146.3% |
| All | +166.6% | +40.4% | +126.3% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling