+298.8%
MXL vs BDX
+289.1%
+9.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.8% | +6.7% | +7.2% |
| 7D | +18.9% | -3.2% | +22.0% | +20.6% |
| 30D | +0.3% | -2.5% | +2.9% | +1.3% |
| 3M | -8.0% | +21.4% | -29.5% | -19.0% |
| 6M | +341.2% | +10.4% | +330.8% | +304.7% |
| YTD | +327.8% | +18.8% | +309.0% | +274.0% |
| 1Y | +364.9% | +21.7% | +343.2% | +299.2% |
| 3Y | +229.2% | -10.0% | +239.2% | +231.8% |
| 5Y | +42.8% | -1.8% | +44.6% | +31.3% |
| 10Y | +303.1% | +58.8% | +244.3% | +133.9% |
| All | +298.8% | +289.1% | +9.7% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling