+303.5%
MXL vs BAX
+9.9%
+293.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.0% | +4.5% | +5.6% |
| 7D | +1.6% | -1.1% | +2.8% | +1.6% |
| 30D | -7.0% | -5.5% | -1.5% | -7.2% |
| 3M | -33.4% | +33.5% | -66.9% | -33.2% |
| 6M | +260.2% | +35.9% | +224.3% | +258.1% |
| YTD | +260.0% | +35.4% | +224.6% | +254.6% |
| 1Y | +303.5% | +9.8% | +293.7% | +319.4% |
| All | +303.5% | +9.9% | +293.5% | +319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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