+32.8%
MXL vs BB
-29.9%
+62.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -1.9% |
| 7D | +16.6% | -2.1% | +18.7% | +17.7% |
| 30D | +0.5% | -16.0% | +16.5% | +8.0% |
| 3M | -3.6% | -14.5% | +10.9% | +5.5% |
| 6M | +328.0% | +118.6% | +209.5% | +220.2% |
| YTD | +297.8% | +98.9% | +198.9% | +208.3% |
| 1Y | +339.4% | +99.5% | +239.9% | +236.9% |
| 3Y | +201.7% | +65.4% | +136.4% | +126.1% |
| 5Y | +32.8% | -27.6% | +60.4% | +39.7% |
| All | +32.8% | -29.9% | +62.6% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling