+360.5%
BE vs MXL
+316.6%
+43.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.5% | +1.8% | +5.6% |
| 7D | +20.0% | +1.6% | +18.3% | +19.3% |
| 30D | +7.9% | -7.0% | +14.9% | +9.7% |
| 3M | -13.2% | -33.4% | +20.2% | -3.7% |
| 6M | +53.5% | +260.2% | -206.7% | -11.8% |
| YTD | +191.0% | +260.0% | -68.9% | +63.7% |
| 1Y | +360.5% | +303.5% | +57.0% | +122.8% |
| All | +360.5% | +316.6% | +43.9% | +122.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling