+40.4%
MXL vs WTW
+42.0%
-1.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.5% | +7.5% |
| 7D | +18.9% | -5.7% | +24.6% | +19.6% |
| 30D | +0.3% | -7.3% | +7.6% | +1.1% |
| 3M | -8.0% | +21.5% | -29.5% | -12.3% |
| 6M | +341.2% | +9.6% | +331.6% | +330.3% |
| YTD | +327.8% | -3.3% | +331.1% | +335.8% |
| 1Y | +364.9% | -6.1% | +371.0% | +379.0% |
| 3Y | +229.2% | +61.8% | +167.4% | +100.0% |
| All | +40.4% | +42.0% | -1.6% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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