+303.5%
MXL vs WY
-5.4%
+308.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +1.6% | -2.6% | +4.3% | +1.0% |
| 30D | -7.0% | -10.9% | +3.9% | -9.5% |
| 3M | -33.4% | -6.0% | -27.4% | -33.6% |
| 6M | +260.2% | -5.6% | +265.8% | +257.5% |
| YTD | +260.0% | -1.1% | +261.1% | +251.4% |
| 1Y | +303.5% | -7.5% | +310.9% | +314.2% |
| All | +303.5% | -5.4% | +308.9% | +314.2% |
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