+303.5%
MXL vs WYNN
-26.4%
+329.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +1.6% | -3.9% | +5.5% | +2.5% |
| 30D | -7.0% | -9.3% | +2.3% | -5.2% |
| 3M | -33.4% | -11.4% | -22.0% | -31.7% |
| 6M | +260.2% | -11.0% | +271.1% | +263.4% |
| YTD | +260.0% | -23.4% | +283.3% | +288.3% |
| 1Y | +303.5% | -24.8% | +328.3% | +330.7% |
| All | +303.5% | -26.4% | +329.9% | +330.7% |
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