+24.3%
W vs MXL
+276.5%
-252.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -11.1% | +22.1% | +11.6% |
| 7D | +8.4% | -24.3% | +32.7% | +10.0% |
| 30D | +16.5% | -46.1% | +62.6% | +20.4% |
| 3M | +6.4% | -21.8% | +28.3% | +6.9% |
| 6M | +90.5% | -27.2% | +117.8% | +87.5% |
| YTD | +23.1% | +226.2% | -203.1% | -10.0% |
| 1Y | +24.3% | +297.0% | -272.7% | -13.9% |
| All | +24.3% | +276.5% | -252.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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