+255.6%
MXL vs BAX
+5.2%
+250.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.8% | +9.7% | +7.4% |
| 7D | +15.5% | -2.4% | +17.9% | +16.5% |
| 30D | -11.3% | -9.7% | -1.6% | -8.2% |
| 3M | -16.1% | +29.3% | -45.4% | -26.4% |
| 6M | +323.0% | +40.7% | +282.4% | +253.7% |
| YTD | +281.5% | +30.3% | +251.3% | +225.5% |
| 1Y | +319.3% | +3.4% | +315.9% | +293.4% |
| 3Y | +189.4% | -32.0% | +221.4% | +215.9% |
| 5Y | +26.0% | -66.9% | +92.9% | +92.2% |
| 10Y | +243.5% | -37.1% | +280.6% | +242.2% |
| All | +255.6% | +5.2% | +250.4% | +130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling