+206.1%
MXL vs BLDR
-58.1%
+264.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.0% |
| 7D | +16.6% | -8.1% | +24.8% | +19.0% |
| 30D | +0.5% | -21.5% | +21.9% | +6.5% |
| 3M | -3.6% | -21.0% | +17.3% | +1.4% |
| 6M | +328.0% | -37.1% | +365.1% | +377.6% |
| YTD | +297.8% | -42.7% | +340.5% | +354.7% |
| 1Y | +339.4% | -58.0% | +397.4% | +455.3% |
| All | +206.1% | -58.1% | +264.2% | +256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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