+71.2%
MXL vs BAM
+78.0%
-6.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.1% |
| 7D | +1.6% | -2.0% | +3.6% | +3.1% |
| 30D | -7.0% | -2.9% | -4.1% | -5.6% |
| 3M | -33.4% | +9.4% | -42.8% | -38.6% |
| 6M | +260.2% | +10.8% | +249.4% | +225.0% |
| YTD | +260.0% | -0.4% | +260.4% | +251.6% |
| 1Y | +303.5% | -10.9% | +314.3% | +331.2% |
| 3Y | +160.4% | +61.3% | +99.2% | +97.7% |
| All | +71.2% | +78.0% | -6.7% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling