+302.4%
MXL vs WU
-39.1%
+341.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +7.0% | +7.3% |
| 7D | +18.9% | -3.5% | +22.3% | +20.6% |
| 30D | +0.3% | -2.9% | +3.3% | +1.5% |
| 3M | -8.0% | -2.3% | -5.8% | -10.2% |
| 6M | +341.2% | -25.4% | +366.6% | +385.0% |
| YTD | +327.8% | -21.2% | +349.0% | +354.3% |
| 1Y | +364.9% | -8.9% | +373.8% | +345.0% |
| 3Y | +229.2% | -29.0% | +258.2% | +257.2% |
| 5Y | +42.8% | -50.7% | +93.5% | +87.9% |
| All | +302.4% | -39.1% | +341.5% | +360.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling