+297.0%
MXL vs BAX
+46.0%
+251.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.0% | -15.1% | -10.3% |
| 7D | -24.3% | +4.1% | -28.4% | -23.4% |
| 30D | -46.1% | +9.4% | -55.5% | -44.8% |
| 3M | -21.8% | -6.5% | -15.3% | -21.5% |
| 6M | -27.2% | +59.6% | -86.8% | -23.1% |
| YTD | +226.2% | +38.9% | +187.3% | +245.2% |
| 1Y | +297.0% | +48.0% | +249.0% | +316.8% |
| All | +297.0% | +46.0% | +251.0% | +316.8% |
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