+303.5%
MXL vs WAT
+41.4%
+262.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.9% |
| 7D | +1.6% | -1.3% | +2.9% | +2.1% |
| 30D | -7.0% | +2.3% | -9.3% | -7.7% |
| 3M | -33.4% | +8.7% | -42.1% | -35.1% |
| 6M | +260.2% | +28.3% | +231.8% | +236.5% |
| YTD | +260.0% | +7.8% | +252.2% | +253.1% |
| 1Y | +303.5% | +36.6% | +266.9% | +255.2% |
| All | +303.5% | +41.4% | +262.0% | +255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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