+91.7%
BKNG vs MXL
+30.3%
+61.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.8% |
| 7D | -10.7% | +16.6% | -27.3% | -11.9% |
| 30D | -18.1% | +0.5% | -18.6% | -18.5% |
| 3M | +8.5% | -3.6% | +12.1% | +5.4% |
| 6M | -0.1% | +328.0% | -328.1% | -24.9% |
| YTD | -18.2% | +297.8% | -316.0% | -38.2% |
| 1Y | -19.9% | +339.4% | -359.3% | -41.0% |
| 3Y | +41.6% | +201.7% | -160.1% | +1.0% |
| All | +91.7% | +30.3% | +61.4% | +64.8% |
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 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