+11.4%
WBD vs MXL
+313.4%
-302.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -1.8% |
| 7D | -0.7% | +18.9% | -19.6% | -3.6% |
| 30D | +1.4% | +0.3% | +1.1% | +0.6% |
| 3M | +4.4% | -8.0% | +12.4% | +1.6% |
| 6M | +0.8% | +341.2% | -340.4% | -33.2% |
| YTD | -2.7% | +327.8% | -330.5% | -35.7% |
| 1Y | +73.4% | +364.9% | -291.5% | +11.2% |
| 3Y | +142.1% | +229.2% | -87.1% | +49.5% |
| 5Y | +7.2% | +42.8% | -35.5% | -24.4% |
| All | +11.4% | +313.4% | -302.0% | -45.7% |
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