+1,003.0%
BE vs MXL
+333.8%
+669.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.5% | -0.9% | +3.5% |
| 7D | +9.0% | +18.9% | -9.8% | +1.3% |
| 30D | +16.3% | +0.3% | +15.9% | +14.9% |
| 3M | +10.8% | -8.0% | +18.8% | +11.6% |
| 6M | +73.2% | +341.2% | -268.0% | -27.8% |
| YTD | +217.4% | +327.8% | -110.5% | +33.5% |
| 1Y | +309.8% | +364.9% | -55.1% | +64.8% |
| 3Y | +1,726.2% | +229.2% | +1,496.9% | +599.3% |
| 5Y | +1,306.2% | +42.8% | +1,263.4% | +682.8% |
| All | +1,003.0% | +333.8% | +669.2% | +188.3% |
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