+255.6%
MXL vs WWD
+1,102.6%
-847.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.0% | +8.0% | +7.2% |
| 7D | +15.5% | +0.8% | +14.7% | +14.8% |
| 30D | -11.3% | -6.4% | -4.9% | -7.5% |
| 3M | -16.1% | -5.6% | -10.5% | -13.9% |
| 6M | +323.0% | -9.1% | +332.1% | +338.7% |
| YTD | +281.5% | +12.5% | +269.0% | +244.7% |
| 1Y | +319.3% | +41.3% | +278.0% | +228.3% |
| 3Y | +189.4% | +170.2% | +19.2% | +53.7% |
| 5Y | +26.0% | +192.5% | -166.5% | -37.1% |
| 10Y | +243.5% | +476.9% | -233.4% | +6.9% |
| All | +255.6% | +1,102.6% | -847.0% | -36.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling