+40.4%
MXL vs WPM
+263.6%
-223.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.5% | +6.9% |
| 7D | +18.9% | -0.6% | +19.4% | +19.1% |
| 30D | +0.3% | +14.4% | -14.1% | -4.1% |
| 3M | -8.0% | +37.0% | -45.0% | -17.1% |
| 6M | +341.2% | +4.1% | +337.1% | +326.8% |
| YTD | +327.8% | +31.7% | +296.1% | +284.6% |
| 1Y | +364.9% | +44.2% | +320.7% | +304.6% |
| 3Y | +229.2% | +265.5% | -36.3% | +103.7% |
| All | +40.4% | +263.6% | -223.2% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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