+32.8%
MXL vs BAX
-67.5%
+100.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.8% |
| 7D | +16.6% | -5.4% | +22.1% | +18.2% |
| 30D | +0.5% | -12.4% | +12.9% | +3.7% |
| 3M | -3.6% | +19.1% | -22.7% | -10.0% |
| 6M | +328.0% | +38.6% | +289.4% | +275.8% |
| YTD | +297.8% | +26.7% | +271.1% | +256.5% |
| 1Y | +339.4% | +1.0% | +338.4% | +326.1% |
| 3Y | +201.7% | -33.9% | +235.6% | +234.4% |
| 5Y | +32.8% | -67.0% | +99.8% | +79.4% |
| All | +32.8% | -67.5% | +100.2% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling