+24.9%
BIL vs MXL
+270.5%
-245.5%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.0% | -6.0% | 0.0% |
| 7D | +0.1% | +15.5% | -15.4% | +0.1% |
| 30D | +0.3% | -11.3% | +11.6% | +0.3% |
| 3M | +0.9% | -16.1% | +17.0% | +0.9% |
| 6M | +1.8% | +323.0% | -321.2% | +1.8% |
| YTD | +2.5% | +281.5% | -279.1% | +2.5% |
| 1Y | +3.7% | +319.3% | -315.6% | +3.7% |
| 3Y | +14.1% | +189.4% | -175.3% | +14.1% |
| 5Y | +19.4% | +26.0% | -6.6% | +19.5% |
| 10Y | +25.3% | +243.5% | -218.2% | +25.3% |
| All | +24.9% | +270.5% | -245.5% | +25.0% |
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