+297.0%
MXL vs BAM
+4.2%
+292.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.2% | -17.3% | -11.9% |
| 7D | -24.3% | +14.2% | -38.6% | -26.4% |
| 30D | -46.1% | +21.0% | -67.1% | -48.7% |
| 3M | -21.8% | +5.2% | -27.0% | -22.3% |
| 6M | -27.2% | +16.0% | -43.2% | -31.3% |
| YTD | +226.2% | +6.5% | +219.7% | +227.3% |
| 1Y | +297.0% | +4.4% | +292.6% | +311.2% |
| All | +297.0% | +4.2% | +292.8% | +311.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling