-13.6%
BKNG vs MXL
+276.5%
-290.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -11.1% | +21.0% | +9.5% |
| 7D | +15.6% | -24.3% | +39.9% | +14.9% |
| 30D | +8.0% | -46.1% | +54.1% | +6.9% |
| 3M | -11.8% | -21.8% | +10.0% | -12.1% |
| 6M | +3.8% | -27.2% | +31.0% | +2.3% |
| YTD | -19.6% | +226.2% | -245.8% | -30.1% |
| 1Y | -13.6% | +297.0% | -310.6% | -28.5% |
| All | -13.6% | +276.5% | -290.1% | -28.5% |
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