+1,796.0%
WDC vs MXL
+270.5%
+1,525.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.0% | -3.9% | +0.4% |
| 7D | +6.0% | +15.5% | -9.5% | +1.7% |
| 30D | +9.9% | -11.3% | +21.2% | +13.3% |
| 3M | -9.4% | -16.1% | +6.7% | -6.7% |
| 6M | +94.7% | +323.0% | -228.3% | +12.4% |
| YTD | +177.4% | +281.5% | -104.2% | +65.7% |
| 1Y | +412.6% | +319.3% | +93.3% | +194.0% |
| 3Y | +1,359.8% | +189.4% | +1,170.4% | +714.1% |
| 5Y | +992.6% | +26.0% | +966.6% | +633.6% |
| 10Y | +1,245.5% | +243.5% | +1,002.0% | +510.1% |
| All | +1,796.0% | +270.5% | +1,525.5% | +704.9% |
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 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