+229.2%
MXL vs BDX
-10.0%
+239.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.5% |
| 7D | +18.9% | -3.2% | +22.0% | +19.0% |
| 30D | +0.3% | -2.5% | +2.9% | +0.4% |
| 3M | -8.0% | +21.4% | -29.5% | -10.4% |
| 6M | +341.2% | +10.4% | +330.8% | +342.4% |
| YTD | +327.8% | +18.8% | +309.0% | +314.6% |
| 1Y | +364.9% | +21.7% | +343.2% | +345.3% |
| 3Y | +229.2% | -10.0% | +239.2% | +258.6% |
| All | +229.2% | -10.0% | +239.2% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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