-20.2%
BKNG vs MXL
+333.4%
-353.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.5% |
| 7D | -10.7% | +16.6% | -27.3% | -10.5% |
| 30D | -18.1% | +0.5% | -18.6% | -18.1% |
| 3M | +8.5% | -3.6% | +12.1% | +7.5% |
| 6M | -0.1% | +328.0% | -328.1% | -11.3% |
| YTD | -18.2% | +297.8% | -316.0% | -27.2% |
| All | -20.2% | +333.4% | -353.6% | -31.1% |
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