+303.5%
MXL vs WAB
+48.2%
+255.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +4.9% |
| 7D | +1.6% | -3.2% | +4.8% | +4.4% |
| 30D | -7.0% | -4.4% | -2.6% | -3.4% |
| 3M | -33.4% | +7.9% | -41.3% | -37.6% |
| 6M | +260.2% | +8.7% | +251.5% | +225.7% |
| YTD | +260.0% | +33.0% | +227.0% | +138.6% |
| 1Y | +303.5% | +46.7% | +256.8% | +131.3% |
| All | +303.5% | +48.2% | +255.3% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling