+229.2%
MXL vs WY
-24.8%
+254.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.5% |
| 7D | +18.9% | -4.2% | +23.0% | +20.2% |
| 30D | +0.3% | -10.1% | +10.4% | +3.2% |
| 3M | -8.0% | -8.5% | +0.5% | -7.0% |
| 6M | +341.2% | -3.3% | +344.6% | +332.9% |
| YTD | +327.8% | -4.4% | +332.2% | +319.1% |
| 1Y | +364.9% | -11.5% | +376.4% | +374.7% |
| 3Y | +229.2% | -24.3% | +253.5% | +262.6% |
| All | +229.2% | -24.8% | +254.0% | +262.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling