+255.6%
MXL vs BB
-89.5%
+345.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.2% | +3.8% | +5.5% |
| 7D | +15.5% | +0.5% | +15.0% | +15.3% |
| 30D | -11.3% | -12.4% | +1.1% | -8.5% |
| 3M | -16.1% | -15.3% | -0.8% | -11.4% |
| 6M | +323.0% | +128.8% | +194.2% | +254.9% |
| YTD | +281.5% | +107.7% | +173.9% | +226.9% |
| 1Y | +319.3% | +103.9% | +215.4% | +259.3% |
| 3Y | +189.4% | +72.6% | +116.8% | +144.9% |
| 5Y | +26.0% | -24.3% | +50.2% | +22.0% |
| 10Y | +243.5% | +3.1% | +240.3% | +158.4% |
| All | +255.6% | -89.5% | +345.1% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling