+270.8%
MXL vs BBY
+269.6%
+1.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +16.6% | +0.7% | +16.0% | +16.3% |
| 30D | +0.5% | +5.8% | -5.3% | -2.2% |
| 3M | -3.6% | +18.0% | -21.6% | -11.0% |
| 6M | +328.0% | +39.8% | +288.2% | +263.3% |
| YTD | +297.8% | +35.4% | +262.4% | +240.9% |
| 1Y | +339.4% | +21.4% | +318.0% | +294.1% |
| 3Y | +201.7% | +39.5% | +162.2% | +152.9% |
| 5Y | +32.8% | -0.5% | +33.2% | +24.4% |
| 10Y | +274.8% | +240.0% | +34.8% | +150.8% |
| All | +270.8% | +269.6% | +1.2% | +131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling