+52.2%
MXL vs BAM
+81.2%
-29.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +13.4% | -2.7% | +16.1% | +15.4% |
| 30D | -29.2% | +15.5% | -44.7% | -36.4% |
| 3M | -27.2% | -6.9% | -20.4% | -24.6% |
| 6M | -36.4% | +9.9% | -46.3% | -42.7% |
| YTD | +220.0% | +1.4% | +218.6% | +205.5% |
| 1Y | +304.8% | +3.3% | +301.5% | +281.4% |
| 3Y | +238.5% | +83.6% | +154.8% | +142.4% |
| All | +52.2% | +81.2% | -29.0% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling