+32.8%
MXL vs WEC
+30.3%
+2.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -3.1% |
| 7D | +16.6% | -1.3% | +17.9% | +16.5% |
| 30D | +0.5% | -0.4% | +0.8% | +0.5% |
| 3M | -3.6% | -6.8% | +3.2% | -4.3% |
| 6M | +328.0% | -6.4% | +334.4% | +325.0% |
| YTD | +297.8% | +2.5% | +295.3% | +293.8% |
| 1Y | +339.4% | -0.4% | +339.8% | +334.9% |
| 3Y | +201.7% | +38.5% | +163.2% | +182.8% |
| 5Y | +32.8% | +31.7% | +1.1% | +22.7% |
| All | +32.8% | +30.3% | +2.4% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling