+631.5%
BLK vs MXL
+315.4%
+316.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.5% | -5.9% | +0.5% |
| 7D | -3.3% | +18.9% | -22.2% | -6.0% |
| 30D | -6.5% | +0.3% | -6.8% | -7.2% |
| 3M | +6.7% | -8.0% | +14.8% | +3.8% |
| 6M | +14.7% | +341.2% | -326.5% | -22.7% |
| YTD | +2.5% | +327.8% | -325.3% | -30.9% |
| 1Y | -2.8% | +364.9% | -367.7% | -36.2% |
| 3Y | +65.9% | +229.2% | -163.4% | +4.2% |
| 5Y | +33.0% | +42.8% | -9.8% | -5.2% |
| 10Y | +281.2% | +303.1% | -21.9% | +93.5% |
| All | +631.5% | +315.4% | +316.1% | +192.1% |
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 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