+134.1%
BP vs MXL
+313.4%
-179.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -0.7% |
| 7D | +5.2% | +18.9% | -13.6% | +3.3% |
| 30D | +8.7% | +0.3% | +8.4% | +8.2% |
| 3M | +9.3% | -8.0% | +17.4% | +7.4% |
| 6M | +13.6% | +341.2% | -327.7% | -13.1% |
| YTD | +37.7% | +327.8% | -290.2% | +5.2% |
| 1Y | +40.6% | +364.9% | -324.3% | +5.1% |
| 3Y | +40.3% | +229.2% | -188.9% | +0.7% |
| 5Y | +141.4% | +42.8% | +98.6% | +90.4% |
| All | +134.1% | +313.4% | -179.2% | +20.1% |
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