+302.4%
MXL vs WAT
+170.9%
+131.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.9% | +6.6% |
| 7D | +18.9% | -0.3% | +19.1% | +19.1% |
| 30D | +0.3% | -1.9% | +2.2% | +1.4% |
| 3M | -8.0% | +13.5% | -21.6% | -14.5% |
| 6M | +341.2% | +37.2% | +304.0% | +261.1% |
| YTD | +327.8% | +7.5% | +320.3% | +300.7% |
| 1Y | +364.9% | +35.0% | +329.9% | +275.4% |
| 3Y | +229.2% | +55.1% | +174.1% | +125.1% |
| 5Y | +42.8% | -2.8% | +45.6% | +32.4% |
| All | +302.4% | +170.9% | +131.5% | +111.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling