+1,008.9%
BE vs MXL
+286.9%
+722.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.0% | +3.6% | +7.1% |
| 7D | +29.8% | +15.5% | +14.3% | +22.3% |
| 30D | +26.4% | -11.3% | +37.7% | +32.0% |
| 3M | +9.3% | -16.1% | +25.4% | +14.3% |
| 6M | +105.1% | +323.0% | -218.0% | -13.1% |
| YTD | +219.0% | +281.5% | -62.5% | +41.1% |
| 1Y | +418.8% | +319.3% | +99.5% | +118.1% |
| 3Y | +1,784.6% | +189.4% | +1,595.2% | +664.8% |
| 5Y | +1,251.0% | +26.0% | +1,225.0% | +695.7% |
| All | +1,008.9% | +286.9% | +722.0% | +204.8% |
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 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