+957.1%
WDC vs MXL
+29.7%
+927.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.0% | -1.4% | -3.6% |
| 7D | +4.4% | +16.6% | -12.2% | +0.1% |
| 30D | +5.3% | +0.5% | +4.8% | +4.9% |
| 3M | -5.9% | -3.6% | -2.3% | -6.4% |
| 6M | +73.2% | +328.0% | -254.8% | +3.4% |
| YTD | +167.8% | +297.8% | -130.0% | +64.2% |
| 1Y | +386.0% | +339.4% | +46.6% | +185.7% |
| 3Y | +1,309.7% | +201.7% | +1,108.0% | +700.3% |
| 5Y | +957.1% | +32.8% | +924.3% | +635.4% |
| All | +957.1% | +29.7% | +927.4% | +635.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling