+235.5%
MXL vs BBWI
+118.5%
+117.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +4.5% |
| 7D | +1.6% | +1.5% | +0.1% | +1.1% |
| 30D | -7.0% | -5.2% | -1.8% | -6.2% |
| 3M | -33.4% | +11.1% | -44.5% | -37.3% |
| 6M | +260.2% | -13.4% | +273.5% | +266.1% |
| YTD | +260.0% | +0.1% | +259.9% | +245.2% |
| 1Y | +303.5% | -36.1% | +339.6% | +347.3% |
| 3Y | +160.4% | -44.1% | +204.5% | +193.6% |
| 5Y | +14.7% | -66.2% | +80.9% | +48.6% |
| 10Y | +215.6% | -54.8% | +270.4% | +221.1% |
| All | +235.5% | +118.5% | +117.0% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling