+255.6%
MXL vs WEC
+630.8%
-375.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.1% | +4.9% | +5.7% |
| 7D | +15.5% | +0.8% | +14.7% | +15.2% |
| 30D | -11.3% | +0.3% | -11.6% | -11.4% |
| 3M | -16.1% | -2.9% | -13.2% | -15.9% |
| 6M | +323.0% | -5.9% | +328.9% | +326.0% |
| YTD | +281.5% | +4.1% | +277.4% | +273.5% |
| 1Y | +319.3% | +3.1% | +316.2% | +310.2% |
| 3Y | +189.4% | +40.8% | +148.6% | +152.1% |
| 5Y | +26.0% | +31.7% | -5.7% | +10.6% |
| 10Y | +243.5% | +141.1% | +102.4% | +107.6% |
| All | +255.6% | +630.8% | -375.2% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling