+297.0%
MXL vs BB
+88.0%
+209.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +7.0% | -18.1% | -15.1% |
| 7D | -24.3% | -6.8% | -17.5% | -21.5% |
| 30D | -46.1% | -3.5% | -42.6% | -45.0% |
| 3M | -21.8% | -1.2% | -20.6% | -22.0% |
| 6M | -27.2% | +57.0% | -84.2% | -34.0% |
| YTD | +226.2% | +131.1% | +95.0% | +141.9% |
| 1Y | +297.0% | +87.6% | +209.4% | +226.9% |
| All | +297.0% | +88.0% | +209.0% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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