+52.6%
MXL vs BAM
+90.5%
-38.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.3% | +11.4% | +12.2% |
| 7D | -8.8% | +5.3% | -14.1% | -11.6% |
| 30D | -41.9% | +18.1% | -59.9% | -48.2% |
| 3M | -25.4% | +4.2% | -29.7% | -28.3% |
| 6M | -44.0% | +11.1% | -55.1% | -49.5% |
| YTD | +220.8% | +6.6% | +214.2% | +197.1% |
| 1Y | +278.8% | +6.2% | +272.6% | +252.8% |
| 3Y | +249.4% | +95.0% | +154.4% | +142.0% |
| All | +52.6% | +90.5% | -38.0% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling