+74.6%
BA vs MXL
+273.2%
-198.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.6% | -3.3% |
| 7D | -1.2% | +19.0% | -20.2% | -4.2% |
| 30D | -11.3% | +4.5% | -15.8% | -12.6% |
| 3M | -3.8% | -1.5% | -2.3% | -7.9% |
| 6M | -8.3% | +348.6% | -356.9% | -41.9% |
| YTD | -4.9% | +310.3% | -315.2% | -39.0% |
| 1Y | -10.1% | +344.7% | -354.8% | -44.2% |
| 3Y | -2.3% | +211.2% | -213.5% | -42.9% |
| 5Y | -3.5% | +34.8% | -38.4% | -33.4% |
| 10Y | +74.6% | +286.5% | -212.0% | -29.5% |
| All | +74.6% | +273.2% | -198.7% | -29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling