-0.3%
BA vs MXL
+186.9%
-187.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.7% | -1.1% |
| 7D | +2.5% | +15.5% | -13.0% | +1.5% |
| 30D | -10.1% | -11.3% | +1.2% | -9.6% |
| 3M | -2.4% | -16.1% | +13.7% | -3.0% |
| 6M | -8.8% | +323.0% | -331.8% | -25.8% |
| YTD | -2.9% | +281.5% | -284.5% | -20.2% |
| 1Y | -8.8% | +319.3% | -328.0% | -26.4% |
| 3Y | -0.3% | +189.4% | -189.6% | -23.6% |
| All | -0.3% | +186.9% | -187.1% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling