+297.0%
MXL vs BBY
+33.0%
+264.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +8.0% | -19.1% | -8.8% |
| 7D | -24.3% | +4.5% | -28.9% | -22.8% |
| 30D | -46.1% | +16.0% | -62.1% | -43.5% |
| 3M | -21.8% | +18.6% | -40.4% | -17.7% |
| 6M | -27.2% | +80.1% | -107.3% | -26.7% |
| YTD | +226.2% | +57.4% | +168.7% | +248.1% |
| 1Y | +297.0% | +34.5% | +262.5% | +362.9% |
| All | +297.0% | +33.0% | +264.0% | +362.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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