+206.1%
MXL vs WWD
+164.0%
+42.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.6% | -2.2% |
| 7D | +16.6% | -2.9% | +19.5% | +18.6% |
| 30D | +0.5% | -6.6% | +7.1% | +4.9% |
| 3M | -3.6% | -9.3% | +5.7% | +1.7% |
| 6M | +328.0% | -13.6% | +341.6% | +357.1% |
| YTD | +297.8% | +10.4% | +287.5% | +252.8% |
| 1Y | +339.4% | +39.9% | +299.5% | +219.9% |
| All | +206.1% | +164.0% | +42.1% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling