+73.1%
BAC vs MXL
+34.9%
+38.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | -0.2% |
| 7D | +0.6% | +19.0% | -18.4% | -0.9% |
| 30D | -1.4% | +4.5% | -5.8% | -2.1% |
| 3M | +15.7% | -1.5% | +17.3% | +13.1% |
| 6M | +32.2% | +348.6% | -316.4% | +1.8% |
| YTD | +15.8% | +310.3% | -294.5% | -10.0% |
| 1Y | +27.3% | +344.7% | -317.4% | -3.1% |
| 3Y | +137.5% | +211.2% | -73.7% | +75.3% |
| 5Y | +73.1% | +34.8% | +38.2% | +40.9% |
| All | +73.1% | +34.9% | +38.1% | +40.9% |
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