+229.2%
MXL vs BBY
+42.8%
+186.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.5% | +6.3% |
| 7D | +18.9% | +0.6% | +18.3% | +18.5% |
| 30D | +0.3% | +9.4% | -9.1% | -3.9% |
| 3M | -8.0% | +19.3% | -27.4% | -16.8% |
| 6M | +341.2% | +47.9% | +293.3% | +250.2% |
| YTD | +327.8% | +39.6% | +288.3% | +249.2% |
| 1Y | +364.9% | +22.2% | +342.7% | +311.5% |
| 3Y | +229.2% | +45.0% | +184.3% | +140.7% |
| All | +229.2% | +42.8% | +186.5% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling