+255.6%
MXL vs WU
-12.6%
+268.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.5% | +8.5% | +7.3% |
| 7D | +15.5% | -0.8% | +16.3% | +15.9% |
| 30D | -11.3% | -1.1% | -10.2% | -10.9% |
| 3M | -16.1% | -1.8% | -14.3% | -18.4% |
| 6M | +323.0% | -23.9% | +346.9% | +365.1% |
| YTD | +281.5% | -20.4% | +301.9% | +306.5% |
| 1Y | +319.3% | -10.6% | +329.9% | +307.9% |
| 3Y | +189.4% | -27.7% | +217.1% | +213.1% |
| 5Y | +26.0% | -51.1% | +77.1% | +67.5% |
| 10Y | +243.5% | -40.7% | +284.2% | +290.3% |
| All | +255.6% | -12.6% | +268.2% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling