-0.9%
BA vs MXL
+14.7%
-15.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.2% |
| 7D | +1.2% | +1.6% | -0.5% | +1.0% |
| 30D | -11.6% | -7.0% | -4.6% | -11.3% |
| 3M | -2.4% | -33.4% | +31.0% | -0.8% |
| 6M | -6.6% | +260.2% | -266.8% | -29.0% |
| YTD | -2.2% | +260.0% | -262.2% | -26.0% |
| 1Y | -8.0% | +303.5% | -311.5% | -32.4% |
| 3Y | -5.0% | +160.4% | -165.4% | -32.2% |
| All | -0.9% | +14.7% | -15.6% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling