+60.7%
BMY vs MXL
+313.4%
-252.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.5% |
| 7D | -4.8% | +18.9% | -23.6% | -5.5% |
| 30D | -0.1% | +0.3% | -0.4% | -0.3% |
| 3M | +13.1% | -8.0% | +21.1% | +12.2% |
| 6M | +8.4% | +341.2% | -332.8% | -3.6% |
| YTD | +22.0% | +327.8% | -305.9% | +8.4% |
| 1Y | +40.3% | +364.9% | -324.6% | +23.7% |
| 3Y | +20.5% | +229.2% | -208.7% | +4.5% |
| 5Y | +23.7% | +42.8% | -19.1% | +11.4% |
| All | +60.7% | +313.4% | -252.6% | +16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling