+82.4%
BP vs MXL
+249.5%
-167.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.1% |
| 7D | +3.9% | +1.6% | +2.3% | +3.7% |
| 30D | +7.6% | -7.0% | +14.6% | +7.8% |
| 3M | +0.7% | -33.4% | +34.1% | +2.3% |
| 6M | +15.5% | +260.2% | -244.7% | -9.9% |
| YTD | +30.8% | +260.0% | -229.1% | +1.6% |
| 1Y | +34.3% | +303.5% | -269.2% | +1.7% |
| 3Y | +35.1% | +160.4% | -125.4% | +0.1% |
| 5Y | +126.8% | +14.7% | +112.1% | +82.1% |
| 10Y | +123.4% | +215.6% | -92.2% | +35.3% |
| All | +82.4% | +249.5% | -167.2% | +0.4% |
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 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