+113.2%
WDC vs MXL
+276.5%
-163.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -11.1% | +4.4% | -3.9% |
| 7D | -18.3% | -24.3% | +6.0% | -12.3% |
| 30D | -26.7% | -46.1% | +19.4% | -15.2% |
| 3M | -40.9% | -21.8% | -19.1% | -38.8% |
| 6M | -26.8% | -27.2% | +0.5% | -22.7% |
| YTD | +88.2% | +226.2% | -138.0% | +10.5% |
| 1Y | +113.2% | +297.0% | -183.8% | +11.9% |
| All | +113.2% | +276.5% | -163.3% | +11.9% |
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