+39.1%
BP vs MXL
+209.6%
-170.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.8% | +1.6% |
| 7D | +4.0% | +19.0% | -15.0% | +3.6% |
| 30D | +7.8% | +4.5% | +3.4% | +7.6% |
| 3M | +8.4% | -1.5% | +9.9% | +7.6% |
| 6M | +15.1% | +348.6% | -333.6% | +6.1% |
| YTD | +36.4% | +310.3% | -273.9% | +26.2% |
| 1Y | +40.9% | +344.7% | -303.8% | +29.3% |
| All | +39.1% | +209.6% | -170.5% | +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