+302.4%
MXL vs BB
+1.6%
+300.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.0% |
| 7D | +18.9% | -0.4% | +19.2% | +19.0% |
| 30D | +0.3% | -12.5% | +12.9% | +4.3% |
| 3M | -8.0% | -17.4% | +9.4% | -1.3% |
| 6M | +341.2% | +119.1% | +222.1% | +262.7% |
| YTD | +327.8% | +102.4% | +225.5% | +259.0% |
| 1Y | +364.9% | +98.2% | +266.7% | +290.3% |
| 3Y | +229.2% | +46.9% | +182.3% | +181.4% |
| 5Y | +42.8% | -26.4% | +69.2% | +36.8% |
| All | +302.4% | +1.6% | +300.8% | +167.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling