+50.3%
BP vs MXL
+237.7%
-187.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +1.0% |
| 7D | +3.8% | +13.4% | -9.6% | +3.5% |
| 30D | -5.3% | -29.2% | +23.9% | -4.9% |
| 3M | +9.3% | -27.2% | +36.5% | +9.3% |
| 6M | +7.2% | -36.4% | +43.6% | +6.9% |
| YTD | +38.0% | +220.0% | -182.0% | +27.4% |
| 1Y | +33.2% | +304.8% | -271.6% | +21.1% |
| 3Y | +50.3% | +238.5% | -188.2% | +28.4% |
| All | +50.3% | +237.7% | -187.4% | +28.4% |
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