+255.6%
MXL vs WAT
+506.0%
-250.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.6% | +7.6% | +7.0% |
| 7D | +15.5% | -0.7% | +16.2% | +15.9% |
| 30D | -11.3% | -1.0% | -10.3% | -11.0% |
| 3M | -16.1% | +10.9% | -27.0% | -21.5% |
| 6M | +323.0% | +33.2% | +289.9% | +247.3% |
| YTD | +281.5% | +6.1% | +275.4% | +257.6% |
| 1Y | +319.3% | +30.2% | +289.1% | +240.9% |
| 3Y | +189.4% | +52.9% | +136.5% | +95.6% |
| 5Y | +26.0% | -5.1% | +31.1% | +17.6% |
| 10Y | +243.5% | +152.6% | +90.9% | +54.5% |
| All | +255.6% | +506.0% | -250.4% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling