+298.8%
MXL vs WTW
+415.8%
-117.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.5% | +7.5% |
| 7D | +18.9% | -5.7% | +24.6% | +22.2% |
| 30D | +0.3% | -7.3% | +7.6% | +3.6% |
| 3M | -8.0% | +21.5% | -29.5% | -20.6% |
| 6M | +341.2% | +9.6% | +331.6% | +295.5% |
| YTD | +327.8% | -3.3% | +331.1% | +307.7% |
| 1Y | +364.9% | -6.1% | +371.0% | +348.7% |
| 3Y | +229.2% | +61.8% | +167.4% | +93.8% |
| 5Y | +42.8% | +42.7% | +0.1% | -3.7% |
| 10Y | +303.1% | +197.2% | +105.8% | +53.2% |
| All | +298.8% | +415.8% | -117.1% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling