+229.2%
MXL vs BN
+70.0%
+159.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.2% |
| 7D | +18.9% | -5.2% | +24.0% | +24.0% |
| 30D | +0.3% | -14.5% | +14.8% | +14.2% |
| 3M | -8.0% | -15.0% | +7.0% | +4.4% |
| 6M | +341.2% | -5.4% | +346.6% | +348.2% |
| YTD | +327.8% | -16.4% | +344.3% | +385.3% |
| 1Y | +364.9% | -16.2% | +381.1% | +429.7% |
| 3Y | +229.2% | +67.5% | +161.7% | +112.8% |
| All | +229.2% | +70.0% | +159.3% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling