+1,188.5%
WDC vs MXL
+313.4%
+875.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.5% | -10.5% | -5.4% |
| 7D | -4.3% | +18.9% | -23.2% | -9.7% |
| 30D | -1.5% | +0.3% | -1.8% | -2.1% |
| 3M | -15.5% | -8.0% | -7.4% | -15.6% |
| 6M | +66.5% | +341.2% | -274.8% | -12.8% |
| YTD | +159.9% | +327.8% | -168.0% | +38.1% |
| 1Y | +366.0% | +364.9% | +1.1% | +136.7% |
| 3Y | +1,285.8% | +229.2% | +1,056.6% | +566.4% |
| 5Y | +925.6% | +42.8% | +882.8% | +520.4% |
| All | +1,188.5% | +313.4% | +875.2% | +343.9% |
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 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