+297.0%
MXL vs BBWI
+2.4%
+294.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.1% | -15.2% | -11.4% |
| 7D | -24.3% | +8.8% | -33.1% | -24.9% |
| 30D | -46.1% | +34.8% | -80.9% | -47.8% |
| 3M | -21.8% | +12.9% | -34.7% | -22.2% |
| 6M | -27.2% | +29.6% | -56.8% | -29.9% |
| YTD | +226.2% | +20.8% | +205.4% | +219.5% |
| 1Y | +297.0% | +4.1% | +292.9% | +299.7% |
| All | +297.0% | +2.4% | +294.6% | +299.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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