+20.7%
BMY vs MXL
+200.2%
-179.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -1.0% |
| 7D | -6.4% | +16.6% | -23.0% | -6.4% |
| 30D | +0.2% | +0.5% | -0.2% | +0.2% |
| 3M | +16.0% | -3.6% | +19.6% | +15.5% |
| 6M | +8.3% | +328.0% | -319.7% | +5.4% |
| YTD | +22.2% | +297.8% | -275.6% | +19.0% |
| 1Y | +41.7% | +339.4% | -297.7% | +37.7% |
| All | +20.7% | +200.2% | -179.4% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling