-10.6%
BA vs MXL
+276.5%
-287.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -11.1% | +13.3% | +2.2% |
| 7D | +5.9% | -24.3% | +30.2% | +6.2% |
| 30D | -8.2% | -46.1% | +38.0% | -7.2% |
| 3M | -25.4% | -21.8% | -3.5% | -25.2% |
| 6M | -20.0% | -27.2% | +7.2% | -20.3% |
| YTD | -18.5% | +226.2% | -244.6% | -29.0% |
| 1Y | -10.6% | +297.0% | -307.6% | -24.4% |
| All | -10.6% | +276.5% | -287.1% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling