+229.2%
MXL vs WCN
+18.4%
+210.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.6% |
| 7D | +18.9% | -3.1% | +22.0% | +18.2% |
| 30D | +0.3% | -3.4% | +3.7% | -0.2% |
| 3M | -8.0% | +3.0% | -11.0% | -9.3% |
| 6M | +341.2% | -3.8% | +345.0% | +340.0% |
| YTD | +327.8% | -8.3% | +336.1% | +334.5% |
| 1Y | +364.9% | -9.7% | +374.6% | +375.7% |
| 3Y | +229.2% | +17.2% | +212.1% | +151.9% |
| All | +229.2% | +18.4% | +210.8% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling