+297.0%
MXL vs WY
+0.3%
+296.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +5.6% | -16.8% | -7.2% |
| 7D | -24.3% | +13.3% | -37.7% | -17.2% |
| 30D | -46.1% | +17.6% | -63.7% | -39.5% |
| 3M | -21.8% | -15.0% | -6.8% | -22.5% |
| 6M | -27.2% | -5.9% | -21.3% | -25.0% |
| YTD | +226.2% | -5.7% | +231.9% | +234.6% |
| 1Y | +297.0% | -0.2% | +297.2% | +303.6% |
| All | +297.0% | +0.3% | +296.7% | +303.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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