+298.8%
MXL vs WYNN
+82.6%
+216.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.4% | +7.8% |
| 7D | +18.9% | -4.2% | +23.1% | +20.7% |
| 30D | +0.3% | -14.6% | +14.9% | +6.5% |
| 3M | -8.0% | -18.4% | +10.4% | -1.4% |
| 6M | +341.2% | -11.9% | +353.2% | +356.1% |
| YTD | +327.8% | -26.6% | +354.4% | +373.0% |
| 1Y | +364.9% | -28.5% | +393.4% | +417.1% |
| 3Y | +229.2% | -5.1% | +234.3% | +221.6% |
| 5Y | +42.8% | -10.5% | +53.3% | +37.8% |
| 10Y | +303.1% | +0.3% | +302.8% | +220.2% |
| All | +298.8% | +82.6% | +216.1% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling