+195.9%
MXL vs SW
+39.0%
+156.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +11.9% | +11.3% |
| 7D | -27.1% | +2.3% | -29.4% | -27.7% |
| 30D | -54.2% | +6.8% | -61.0% | -55.4% |
| 3M | -29.9% | -5.2% | -24.7% | -29.0% |
| 6M | -39.5% | +7.4% | -46.9% | -43.2% |
| YTD | +182.2% | +17.4% | +164.8% | +147.9% |
| 1Y | +231.8% | +27.1% | +204.8% | +179.3% |
| 3Y | +195.9% | +47.9% | +148.0% | +174.8% |
| All | +195.9% | +39.0% | +156.9% | +174.8% |
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