+255.6%
MXL vs WCC
+962.1%
-706.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.5% | +3.5% | +4.6% |
| 7D | +15.5% | +8.5% | +7.0% | +10.2% |
| 30D | -11.3% | -1.0% | -10.3% | -10.4% |
| 3M | -16.1% | +2.1% | -18.2% | -15.5% |
| 6M | +323.0% | +36.8% | +286.2% | +260.1% |
| YTD | +281.5% | +47.7% | +233.8% | +210.6% |
| 1Y | +319.3% | +66.5% | +252.8% | +219.5% |
| 3Y | +189.4% | +134.2% | +55.2% | +75.5% |
| 5Y | +26.0% | +231.6% | -205.6% | -39.4% |
| 10Y | +243.5% | +508.1% | -264.6% | +0.5% |
| All | +255.6% | +962.1% | -706.5% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling