+45.6%
BMY vs MXL
+276.5%
-230.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -11.1% | +15.1% | +3.8% |
| 7D | +6.0% | -24.3% | +30.3% | +5.6% |
| 30D | +9.1% | -46.1% | +55.3% | +8.6% |
| 3M | -2.6% | -21.8% | +19.2% | -2.8% |
| 6M | +13.1% | -27.2% | +40.4% | +12.4% |
| YTD | +23.0% | +226.2% | -203.1% | +13.7% |
| 1Y | +45.6% | +297.0% | -251.4% | +27.6% |
| All | +45.6% | +276.5% | -230.9% | +27.6% |
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