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XIRR Win Rate: A Better Way to Compare Mutual Funds
In this blog we explore a new way of comparing two mutual funds. Rather than looking at Rolling Returns alone, we introduce the XIRR win rate that check side by side XIRR each month over the investment horizon.
Also, we introduce the margin of victory since Fund A outperforming fund B by 10% is far more relevant than Fund B outperforming Fund A by just 1%.
Shwealth
Oct 114 min read
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