+50.0%
BMY vs MXL
+316.6%
-266.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.5% | -7.4% | -1.9% |
| 7D | +0.4% | +1.6% | -1.3% | +0.4% |
| 30D | +5.0% | -7.0% | +12.0% | +4.9% |
| 3M | +19.4% | -33.4% | +52.8% | +18.9% |
| 6M | +9.5% | +260.2% | -250.6% | +1.7% |
| YTD | +28.1% | +260.0% | -231.9% | +18.1% |
| 1Y | +50.0% | +303.5% | -253.5% | +35.1% |
| All | +50.0% | +316.6% | -266.6% | +35.1% |
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