+297.0%
MXL vs WWD
+27.2%
+269.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -1.9% | -9.2% | -10.4% |
| 7D | -24.3% | +7.3% | -31.7% | -26.5% |
| 30D | -46.1% | -2.0% | -44.1% | -45.4% |
| 3M | -21.8% | -12.6% | -9.2% | -18.0% |
| 6M | -27.2% | -8.4% | -18.8% | -24.3% |
| YTD | +226.2% | +8.2% | +217.9% | +223.4% |
| 1Y | +297.0% | +26.5% | +270.5% | +271.4% |
| All | +297.0% | +27.2% | +269.8% | +271.4% |
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