+229.2%
MXL vs WCC
+130.1%
+99.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.7% | +3.8% | +4.8% |
| 7D | +18.9% | +1.5% | +17.3% | +17.7% |
| 30D | +0.3% | -2.1% | +2.5% | +2.5% |
| 3M | -8.0% | +3.8% | -11.9% | -8.6% |
| 6M | +341.2% | +35.0% | +306.3% | +266.4% |
| YTD | +327.8% | +46.4% | +281.5% | +235.7% |
| 1Y | +364.9% | +63.0% | +301.9% | +240.5% |
| 3Y | +229.2% | +133.9% | +95.3% | +91.8% |
| All | +229.2% | +130.1% | +99.1% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling