+1,285.8%
WDC vs MXL
+222.8%
+1,063.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.5% | -10.5% | -4.9% |
| 7D | -4.3% | +18.9% | -23.2% | -8.6% |
| 30D | -1.5% | +0.3% | -1.8% | -1.9% |
| 3M | -15.5% | -8.0% | -7.4% | -15.1% |
| 6M | +66.5% | +341.2% | -274.8% | +5.5% |
| YTD | +159.9% | +327.8% | -168.0% | +66.8% |
| 1Y | +366.0% | +364.9% | +1.1% | +189.3% |
| 3Y | +1,285.8% | +229.2% | +1,056.6% | +703.9% |
| All | +1,285.8% | +222.8% | +1,063.0% | +703.9% |
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 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