+302.4%
MXL vs BBWI
-55.0%
+357.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.4% | +1.1% | +5.5% |
| 7D | +18.9% | -4.8% | +23.7% | +20.5% |
| 30D | +0.3% | +3.5% | -3.2% | -1.9% |
| 3M | -8.0% | -0.3% | -7.7% | -10.2% |
| 6M | +341.2% | -5.4% | +346.6% | +334.3% |
| YTD | +327.8% | -4.7% | +332.6% | +317.6% |
| 1Y | +364.9% | -30.5% | +395.4% | +397.2% |
| 3Y | +229.2% | -44.3% | +273.6% | +268.8% |
| 5Y | +42.8% | -66.9% | +109.6% | +81.7% |
| All | +302.4% | -55.0% | +357.4% | +262.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling