+92.4%
BP vs MXL
+210.8%
-118.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +1.4% |
| 7D | +3.8% | +13.4% | -9.6% | +2.3% |
| 30D | -5.3% | -29.2% | +23.9% | -2.8% |
| 3M | +9.3% | -27.2% | +36.5% | +10.3% |
| 6M | +7.2% | -36.4% | +43.6% | +7.0% |
| YTD | +38.0% | +220.0% | -182.0% | +6.4% |
| 1Y | +33.2% | +304.8% | -271.6% | -1.0% |
| 3Y | +50.3% | +238.5% | -188.2% | +4.5% |
| 5Y | +114.1% | -18.8% | +132.9% | +78.3% |
| 10Y | +140.7% | +163.1% | -22.4% | +46.2% |
| All | +92.4% | +210.8% | -118.3% | +5.1% |
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 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