-16.2%
BA vs MXL
+237.7%
-253.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.4% | +5.4% | +0.3% |
| 7D | -1.1% | +13.4% | -14.5% | -1.9% |
| 30D | -7.1% | -29.2% | +22.1% | -5.8% |
| 3M | -25.5% | -27.2% | +1.7% | -25.0% |
| 6M | -28.7% | -36.4% | +7.7% | -28.8% |
| YTD | -21.0% | +220.0% | -241.0% | -35.3% |
| 1Y | -11.9% | +304.8% | -316.7% | -30.1% |
| 3Y | -16.2% | +238.5% | -254.6% | -41.2% |
| All | -16.2% | +237.7% | -253.8% | -41.2% |
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