+364.9%
MXL vs BAX
-0.4%
+365.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.6% | +9.1% | +7.4% |
| 7D | +18.9% | -7.9% | +26.7% | +18.2% |
| 30D | +0.3% | -11.7% | +12.0% | -0.4% |
| 3M | -8.0% | +16.2% | -24.2% | -7.5% |
| 6M | +341.2% | +32.0% | +309.3% | +331.6% |
| YTD | +327.8% | +24.7% | +303.1% | +319.6% |
| 1Y | +364.9% | -2.6% | +367.5% | +388.0% |
| All | +364.9% | -0.4% | +365.3% | +388.0% |
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