+43.9%
BNY vs MXL
+276.5%
-232.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -11.1% | +13.4% | +2.5% |
| 7D | +2.8% | -24.3% | +27.1% | +3.3% |
| 30D | +6.7% | -46.1% | +52.8% | +7.9% |
| 3M | -2.2% | -21.8% | +19.6% | -1.9% |
| 6M | +16.8% | -27.2% | +44.0% | +16.6% |
| YTD | +33.9% | +226.2% | -192.3% | +16.4% |
| 1Y | +43.9% | +297.0% | -253.1% | +20.2% |
| All | +43.9% | +276.5% | -232.6% | +20.2% |
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