+229.2%
MXL vs BG
+18.0%
+211.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.7% | +9.3% | +7.6% |
| 7D | +18.9% | +3.1% | +15.7% | +18.6% |
| 30D | +0.3% | +10.2% | -9.9% | -0.3% |
| 3M | -8.0% | -1.7% | -6.4% | -7.4% |
| 6M | +341.2% | +1.0% | +340.3% | +341.1% |
| YTD | +327.8% | +39.9% | +287.9% | +310.7% |
| 1Y | +364.9% | +53.2% | +311.7% | +339.5% |
| 3Y | +229.2% | +16.3% | +213.0% | +227.8% |
| All | +229.2% | +18.0% | +211.3% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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