+302.4%
MXL vs WY
+7.6%
+294.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.3% |
| 7D | +18.9% | -4.2% | +23.0% | +22.0% |
| 30D | +0.3% | -10.1% | +10.4% | +6.9% |
| 3M | -8.0% | -8.5% | +0.5% | -5.6% |
| 6M | +341.2% | -3.3% | +344.6% | +334.1% |
| YTD | +327.8% | -4.4% | +332.2% | +320.4% |
| 1Y | +364.9% | -11.5% | +376.4% | +379.9% |
| 3Y | +229.2% | -24.3% | +253.5% | +266.8% |
| 5Y | +42.8% | -21.3% | +64.1% | +59.1% |
| All | +302.4% | +7.6% | +294.9% | +249.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling