+238.5%
MXL vs BAH
-26.8%
+265.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.4% |
| 7D | +13.4% | +1.7% | +11.7% | +13.6% |
| 30D | -29.2% | +20.8% | -50.0% | -28.2% |
| 3M | -27.2% | +11.6% | -38.8% | -26.0% |
| 6M | -36.4% | +23.1% | -59.5% | -35.1% |
| YTD | +220.0% | +5.3% | +214.8% | +231.9% |
| 1Y | +304.8% | +6.1% | +298.6% | +318.4% |
| 3Y | +238.5% | -27.5% | +266.0% | +296.2% |
| All | +238.5% | -26.8% | +265.3% | +296.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling