+63.2%
WBD vs MXL
+298.4%
-235.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.3% | -1.9% |
| 7D | -1.7% | +19.0% | -20.7% | -4.5% |
| 30D | +3.9% | +4.5% | -0.6% | +2.4% |
| 3M | +5.1% | -1.5% | +6.6% | +1.0% |
| 6M | +0.6% | +348.6% | -348.0% | -32.3% |
| YTD | -3.2% | +310.3% | -313.4% | -34.1% |
| 1Y | +127.7% | +344.7% | -217.1% | +50.9% |
| 3Y | +146.6% | +211.2% | -64.6% | +58.9% |
| 5Y | +4.2% | +34.8% | -30.7% | -24.5% |
| 10Y | +13.7% | +286.5% | -272.9% | -39.2% |
| All | +63.2% | +298.4% | -235.1% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling