+280.2%
BAC vs MXL
+210.8%
+69.4%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.9% |
| 7D | +3.2% | +13.4% | -10.2% | +0.9% |
| 30D | -0.7% | -29.2% | +28.5% | +3.3% |
| 3M | -20.0% | -27.2% | +7.2% | -18.4% |
| 6M | +3.4% | -36.4% | +39.8% | +3.3% |
| YTD | -5.7% | +220.0% | -225.8% | -36.9% |
| 1Y | -1.4% | +304.8% | -306.2% | -37.4% |
| 3Y | +97.9% | +238.5% | -140.6% | +15.1% |
| 5Y | +22.9% | -18.8% | +41.7% | -7.0% |
| 10Y | +235.3% | +163.1% | +72.2% | +60.8% |
| All | +280.2% | +210.8% | +69.4% | +41.7% |
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