+672.7%
BNY vs MXL
+315.4%
+357.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -1.0% |
| 7D | -1.3% | +18.9% | -20.2% | -3.7% |
| 30D | -0.2% | +0.3% | -0.5% | -0.7% |
| 3M | +14.9% | -8.0% | +23.0% | +12.6% |
| 6M | +40.0% | +341.2% | -301.3% | +1.0% |
| YTD | +42.0% | +327.8% | -285.8% | +2.4% |
| 1Y | +56.9% | +364.9% | -308.1% | +10.6% |
| 3Y | +289.9% | +229.2% | +60.6% | +164.2% |
| 5Y | +259.2% | +42.8% | +216.4% | +169.4% |
| 10Y | +413.3% | +303.1% | +110.2% | +176.8% |
| All | +672.7% | +315.4% | +357.2% | +230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling