+302.4%
MXL vs BAH
+207.9%
+94.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.3% | +7.5% |
| 7D | +18.9% | +4.3% | +14.6% | +17.6% |
| 30D | +0.3% | -2.5% | +2.8% | +0.6% |
| 3M | -8.0% | -0.9% | -7.1% | -9.0% |
| 6M | +341.2% | +1.5% | +339.8% | +330.0% |
| YTD | +327.8% | -8.0% | +335.8% | +323.4% |
| 1Y | +364.9% | -24.7% | +389.6% | +394.2% |
| 3Y | +229.2% | -28.4% | +257.6% | +239.2% |
| 5Y | +42.8% | +2.8% | +40.0% | +24.5% |
| All | +302.4% | +207.9% | +94.5% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling