+303.5%
MXL vs BNS
+52.2%
+251.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +7.0% |
| 7D | +1.6% | +1.5% | +0.1% | -0.5% |
| 30D | -7.0% | +6.0% | -12.9% | -12.8% |
| 3M | -33.4% | +16.3% | -49.7% | -43.7% |
| 6M | +260.2% | +28.8% | +231.4% | +169.4% |
| YTD | +260.0% | +30.0% | +230.0% | +168.8% |
| 1Y | +303.5% | +50.7% | +252.8% | +163.1% |
| All | +303.5% | +52.2% | +251.3% | +163.1% |
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