+1,218.2%
BE vs MXL
+29.7%
+1,188.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.0% | -1.0% | -2.9% |
| 7D | +9.7% | +16.6% | -6.9% | +3.6% |
| 30D | +22.4% | +0.5% | +21.9% | +21.3% |
| 3M | +10.4% | -3.6% | +14.0% | +9.9% |
| 6M | +67.9% | +328.0% | -260.2% | -19.1% |
| YTD | +197.5% | +297.8% | -100.3% | +47.3% |
| 1Y | +310.6% | +339.4% | -28.9% | +94.1% |
| 3Y | +1,657.2% | +201.7% | +1,455.5% | +721.5% |
| 5Y | +1,218.2% | +32.8% | +1,185.4% | +860.2% |
| All | +1,218.2% | +29.7% | +1,188.4% | +860.2% |
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