+179.1%
MXL vs TW
+206.7%
-27.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +7.9% |
| 7D | +18.9% | -4.5% | +23.3% | +20.9% |
| 30D | +0.3% | -2.3% | +2.6% | +1.0% |
| 3M | -8.0% | +2.6% | -10.6% | -11.3% |
| 6M | +341.2% | -17.5% | +358.8% | +366.9% |
| YTD | +327.8% | -5.3% | +333.1% | +319.1% |
| 1Y | +364.9% | -14.8% | +379.7% | +378.2% |
| 3Y | +229.2% | +18.8% | +210.4% | +172.2% |
| 5Y | +42.8% | +20.7% | +22.0% | +13.5% |
| All | +179.1% | +206.7% | -27.6% | +37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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