+297.0%
MXL vs WAT
+32.9%
+264.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.7% | -12.8% | -11.8% |
| 7D | -24.3% | -1.9% | -22.4% | -23.7% |
| 30D | -46.1% | +6.2% | -52.4% | -47.2% |
| 3M | -21.8% | +18.1% | -39.9% | -26.6% |
| 6M | -27.2% | +54.9% | -82.1% | -37.2% |
| YTD | +226.2% | +23.1% | +203.1% | +205.5% |
| 1Y | +297.0% | +27.3% | +269.7% | +260.1% |
| All | +297.0% | +32.9% | +264.1% | +260.1% |
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