+282.4%
MXL vs WY
+141.7%
+140.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +8.0% | +7.8% |
| 7D | +19.0% | -1.7% | +20.7% | +20.2% |
| 30D | +4.5% | -9.9% | +14.3% | +10.9% |
| 3M | -1.5% | -7.5% | +6.0% | +0.5% |
| 6M | +348.6% | -5.1% | +353.8% | +346.8% |
| YTD | +310.3% | -2.1% | +312.4% | +298.1% |
| 1Y | +344.7% | -7.3% | +352.1% | +345.7% |
| 3Y | +211.2% | -22.6% | +233.8% | +241.1% |
| 5Y | +34.8% | -19.8% | +54.6% | +48.0% |
| 10Y | +286.5% | +9.6% | +277.0% | +224.9% |
| All | +282.4% | +141.7% | +140.7% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling