+206.1%
MXL vs BB
+62.2%
+144.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -1.9% |
| 7D | +16.6% | -2.1% | +18.7% | +17.6% |
| 30D | +0.5% | -16.0% | +16.5% | +7.6% |
| 3M | -3.6% | -14.5% | +10.9% | +5.5% |
| 6M | +328.0% | +118.6% | +209.5% | +241.5% |
| YTD | +297.8% | +98.9% | +198.9% | +226.7% |
| 1Y | +339.4% | +99.5% | +239.9% | +258.5% |
| All | +206.1% | +62.2% | +144.0% | +129.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling