+32.8%
MXL vs WCC
+211.6%
-178.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -0.8% |
| 7D | +16.6% | +1.7% | +15.0% | +15.4% |
| 30D | +0.5% | -6.1% | +6.5% | +5.2% |
| 3M | -3.6% | +3.1% | -6.7% | -3.4% |
| 6M | +328.0% | +28.2% | +299.8% | +270.3% |
| YTD | +297.8% | +41.1% | +256.7% | +223.1% |
| 1Y | +339.4% | +61.3% | +278.1% | +228.2% |
| 3Y | +201.7% | +123.6% | +78.1% | +74.5% |
| 5Y | +32.8% | +214.8% | -182.0% | -44.8% |
| All | +32.8% | +211.6% | -178.9% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling