+137.0%
MXL vs SW
+673.4%
-536.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -1.5% | -20.6% | -21.9% |
| 7D | -38.1% | +4.7% | -42.8% | -38.5% |
| 30D | -59.5% | +5.0% | -64.5% | -59.7% |
| 3M | -34.3% | -7.3% | -27.0% | -33.9% |
| 6M | -45.8% | +15.0% | -60.7% | -47.2% |
| YTD | +154.2% | +18.5% | +135.7% | +145.9% |
| 1Y | +192.1% | +27.1% | +165.0% | +180.1% |
| 3Y | +160.0% | +49.3% | +110.7% | +149.5% |
| 5Y | -34.5% | -1.6% | -32.8% | -36.6% |
| 10Y | +134.2% | +185.4% | -51.2% | +115.9% |
| All | +137.0% | +673.4% | -536.5% | +124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling