+155.2%
W vs MXL
+313.4%
-158.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.5% | -6.4% | -1.5% |
| 7D | -0.9% | +18.9% | -19.7% | -7.0% |
| 30D | -4.2% | +0.3% | -4.6% | -5.9% |
| 3M | +26.9% | -8.0% | +34.9% | +18.0% |
| 6M | +31.2% | +341.2% | -310.0% | -49.7% |
| YTD | -1.8% | +327.8% | -329.7% | -62.4% |
| 1Y | +9.3% | +364.9% | -355.6% | -61.1% |
| 3Y | +33.2% | +229.2% | -196.0% | -56.3% |
| 5Y | -62.4% | +42.8% | -105.2% | -80.6% |
| All | +155.2% | +313.4% | -158.1% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling