+303.5%
MXL vs WETO
-98.9%
+402.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -20.8% | +26.3% | +6.0% |
| 7D | +1.6% | -55.4% | +57.1% | +3.0% |
| 30D | -7.0% | -48.5% | +41.5% | -11.3% |
| 3M | -33.4% | -97.5% | +64.1% | -26.6% |
| 6M | +260.2% | -94.2% | +354.4% | +263.6% |
| YTD | +260.0% | -97.0% | +357.0% | +254.5% |
| 1Y | +303.5% | -98.9% | +402.4% | +252.1% |
| All | +303.5% | -98.9% | +402.4% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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