+35.3%
W vs MXL
+209.6%
-174.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | -1.2% |
| 7D | +5.9% | +19.0% | -13.1% | +2.6% |
| 30D | -3.0% | +4.5% | -7.5% | -4.5% |
| 3M | +40.3% | -1.5% | +41.9% | +33.9% |
| 6M | +32.2% | +348.6% | -316.4% | -23.2% |
| YTD | -0.3% | +310.3% | -310.6% | -40.9% |
| 1Y | +16.2% | +344.7% | -328.6% | -34.2% |
| All | +35.3% | +209.6% | -174.3% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling