+297.0%
MXL vs BNS
+52.0%
+245.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.0% | -14.1% | -14.5% |
| 7D | -24.3% | +2.0% | -26.3% | -26.4% |
| 30D | -46.1% | +7.8% | -53.9% | -51.0% |
| 3M | -21.8% | +11.7% | -33.5% | -31.2% |
| 6M | -27.2% | +28.2% | -55.5% | -44.3% |
| YTD | +226.2% | +34.8% | +191.4% | +136.2% |
| 1Y | +297.0% | +51.1% | +245.9% | +173.3% |
| All | +297.0% | +52.0% | +245.0% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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