+18.9%
BX vs MXL
+363.1%
-344.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.5% | -11.2% | -3.6% |
| 7D | -5.7% | +19.0% | -24.6% | -5.5% |
| 30D | -8.9% | +4.5% | -13.4% | -8.8% |
| 3M | +8.4% | -1.5% | +9.9% | +8.2% |
| 6M | +18.9% | +348.6% | -329.7% | +21.1% |
| All | +18.9% | +363.1% | -344.2% | +21.1% |
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 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