+205.6%
BA vs MXL
+199.9%
+5.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.1% |
| 7D | 0.0% | -15.9% | +15.9% | +1.9% |
| 30D | -8.9% | -44.0% | +35.1% | -2.1% |
| 3M | -25.5% | -21.3% | -4.2% | -25.3% |
| 6M | -27.0% | -46.1% | +19.1% | -25.2% |
| YTD | -20.1% | +208.8% | -229.0% | -45.0% |
| 1Y | -11.0% | +255.5% | -266.5% | -40.7% |
| 3Y | -11.8% | +223.3% | -235.1% | -46.9% |
| 5Y | -20.6% | -18.1% | -2.6% | -39.1% |
| 10Y | +26.6% | +159.9% | -133.3% | -32.1% |
| All | +205.6% | +199.9% | +5.7% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling