+297.0%
MXL vs BN
-3.9%
+300.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.1% | -17.2% | -13.4% |
| 7D | -24.3% | +12.0% | -36.3% | -28.8% |
| 30D | -46.1% | +17.0% | -63.1% | -50.7% |
| 3M | -21.8% | -3.2% | -18.6% | -20.3% |
| 6M | -27.2% | -3.9% | -23.4% | -25.6% |
| YTD | +226.2% | -5.6% | +231.8% | +232.8% |
| 1Y | +297.0% | -4.7% | +301.7% | +302.7% |
| All | +297.0% | -3.9% | +300.9% | +302.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling