+217.6%
BAC vs MXL
+161.9%
+55.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.7% |
| 7D | +3.2% | +13.4% | -10.2% | +1.3% |
| 30D | -0.7% | -29.2% | +28.5% | +2.6% |
| 3M | -20.0% | -27.2% | +7.2% | -18.6% |
| 6M | +3.4% | -36.4% | +39.8% | +3.4% |
| YTD | -5.7% | +220.0% | -225.8% | -33.4% |
| 1Y | -1.4% | +304.8% | -306.2% | -33.7% |
| 3Y | +97.9% | +238.5% | -140.6% | +22.3% |
| 5Y | +22.9% | -18.8% | +41.7% | -1.3% |
| All | +217.6% | +161.9% | +55.8% | +51.5% |
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