-19.1%
MXL vs BBWI
-67.6%
+48.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.0% |
| 7D | +13.4% | +0.1% | +13.3% | +13.4% |
| 30D | -29.2% | +12.9% | -42.1% | -32.9% |
| 3M | -27.2% | +16.0% | -43.2% | -33.2% |
| 6M | -36.4% | +16.6% | -53.0% | -43.0% |
| YTD | +220.0% | +9.7% | +210.3% | +188.3% |
| 1Y | +304.8% | +1.5% | +303.3% | +268.9% |
| 3Y | +238.5% | -21.4% | +259.8% | +229.0% |
| All | -19.1% | -67.6% | +48.6% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling