+274.8%
MXL vs WYNN
-31.7%
+306.4%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.1% | -17.2% | -10.9% |
| 7D | -24.3% | +15.4% | -39.8% | -24.7% |
| 30D | -46.1% | +6.8% | -52.9% | -45.8% |
| 3M | -21.8% | -15.4% | -6.4% | -18.6% |
| 6M | -27.2% | -20.0% | -7.3% | -24.2% |
| YTD | +226.2% | -31.0% | +257.2% | +270.9% |
| All | +274.8% | -31.7% | +306.4% | +336.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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