+302.4%
MXL vs BAX
-38.1%
+340.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +8.0% |
| 7D | +18.9% | -7.9% | +26.7% | +21.7% |
| 30D | +0.3% | -11.7% | +12.0% | +4.0% |
| 3M | -8.0% | +16.2% | -24.2% | -14.6% |
| 6M | +341.2% | +32.0% | +309.3% | +286.7% |
| YTD | +327.8% | +24.7% | +303.1% | +278.8% |
| 1Y | +364.9% | -2.6% | +367.5% | +351.2% |
| 3Y | +229.2% | -35.0% | +264.2% | +264.2% |
| 5Y | +42.8% | -67.6% | +110.3% | +109.0% |
| All | +302.4% | -38.1% | +340.6% | +335.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling