+18.0%
BLK vs MXL
+276.5%
-258.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -11.1% | +16.6% | +5.5% |
| 7D | +5.7% | -24.3% | +30.1% | +6.1% |
| 30D | +14.8% | -46.1% | +60.9% | +15.6% |
| 3M | +8.8% | -21.8% | +30.6% | +8.9% |
| 6M | +17.6% | -27.2% | +44.8% | +16.9% |
| YTD | +16.3% | +226.2% | -209.9% | -3.8% |
| 1Y | +18.0% | +297.0% | -279.0% | -8.9% |
| All | +18.0% | +276.5% | -258.5% | -8.9% |
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