+303.5%
MXL vs WEC
+1.8%
+301.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +4.8% |
| 7D | +1.6% | -0.3% | +1.9% | +1.4% |
| 30D | -7.0% | -1.3% | -5.7% | -8.2% |
| 3M | -33.4% | -3.9% | -29.5% | -36.0% |
| 6M | +260.2% | -8.3% | +268.5% | +234.0% |
| YTD | +260.0% | +3.1% | +256.9% | +258.2% |
| 1Y | +303.5% | +1.9% | +301.5% | +294.1% |
| All | +303.5% | +1.8% | +301.7% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling