+32.8%
MXL vs WAT
-5.3%
+38.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -2.6% |
| 7D | +16.6% | -2.9% | +19.5% | +18.5% |
| 30D | +0.5% | -3.2% | +3.7% | +2.2% |
| 3M | -3.6% | +10.6% | -14.2% | -8.7% |
| 6M | +328.0% | +34.0% | +294.0% | +260.5% |
| YTD | +297.8% | +5.7% | +292.1% | +278.9% |
| 1Y | +339.4% | +37.1% | +302.4% | +256.4% |
| 3Y | +201.7% | +52.4% | +149.4% | +108.7% |
| 5Y | +32.8% | -4.4% | +37.2% | +19.4% |
| All | +32.8% | -5.3% | +38.0% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling