+215.7%
MXL vs BAX
-33.8%
+249.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.9% | +9.4% | +7.9% |
| 7D | +19.0% | -5.1% | +24.1% | +20.0% |
| 30D | +4.5% | -12.2% | +16.7% | +6.7% |
| 3M | -1.5% | +21.8% | -23.3% | -6.7% |
| 6M | +348.6% | +36.3% | +312.3% | +308.0% |
| YTD | +310.3% | +27.8% | +282.5% | +276.8% |
| 1Y | +344.7% | -0.1% | +344.8% | +341.1% |
| All | +215.7% | -33.8% | +249.5% | +243.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling