+215.7%
MXL vs BAH
-31.4%
+247.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.1% | +7.4% | +7.5% |
| 7D | +19.0% | -1.3% | +20.3% | +19.0% |
| 30D | +4.5% | -6.6% | +11.1% | +4.5% |
| 3M | -1.5% | -7.2% | +5.6% | +0.9% |
| 6M | +348.6% | -10.0% | +358.6% | +360.3% |
| YTD | +310.3% | -12.5% | +322.7% | +318.4% |
| 1Y | +344.7% | -27.9% | +372.6% | +374.7% |
| All | +215.7% | -31.4% | +247.1% | +258.8% |
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 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