+302.4%
MXL vs WCN
+235.9%
+66.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.4% |
| 7D | +18.9% | -3.1% | +22.0% | +20.8% |
| 30D | +0.3% | -3.4% | +3.7% | +1.9% |
| 3M | -8.0% | +3.0% | -11.0% | -12.5% |
| 6M | +341.2% | -3.8% | +345.0% | +331.3% |
| YTD | +327.8% | -8.3% | +336.1% | +330.7% |
| 1Y | +364.9% | -9.7% | +374.6% | +369.1% |
| 3Y | +229.2% | +17.2% | +212.1% | +162.4% |
| 5Y | +42.8% | +25.3% | +17.5% | +7.1% |
| All | +302.4% | +235.9% | +66.5% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling