+303.5%
MXL vs WWD
+41.9%
+261.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.5% | +5.1% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | -7.0% | -7.2% | +0.2% | -4.5% |
| 3M | -33.4% | -3.8% | -29.6% | -32.3% |
| 6M | +260.2% | -9.9% | +270.1% | +269.4% |
| YTD | +260.0% | +14.8% | +245.1% | +232.8% |
| 1Y | +303.5% | +42.1% | +261.4% | +214.6% |
| All | +303.5% | +41.9% | +261.6% | +214.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling