+364.9%
BAC vs MXL
+270.5%
+94.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.5% | -1.5% |
| 7D | +1.2% | +15.5% | -14.3% | -1.3% |
| 30D | -0.7% | -11.3% | +10.6% | +0.5% |
| 3M | +16.9% | -16.1% | +33.0% | +15.1% |
| 6M | +29.6% | +323.0% | -293.4% | -14.7% |
| YTD | +15.3% | +281.5% | -266.3% | -22.9% |
| 1Y | +28.8% | +319.3% | -290.5% | -16.7% |
| 3Y | +136.4% | +189.4% | -53.0% | +46.8% |
| 5Y | +72.9% | +26.0% | +46.9% | +21.4% |
| 10Y | +391.8% | +243.5% | +148.3% | +129.1% |
| All | +364.9% | +270.5% | +94.4% | +73.0% |
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