+7.2%
BP vs MXL
-44.3%
+51.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +0.8% |
| 7D | +3.8% | +13.4% | -9.6% | +4.0% |
| 30D | -5.3% | -29.2% | +23.9% | -5.9% |
| 3M | +9.3% | -27.2% | +36.5% | +8.3% |
| 6M | +7.2% | -36.4% | +43.6% | +4.8% |
| All | +7.2% | -44.3% | +51.6% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling