+229.2%
MXL vs BNS
+130.5%
+98.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.9% | +6.9% |
| 7D | +18.9% | -0.4% | +19.2% | +19.2% |
| 30D | +0.3% | +3.5% | -3.1% | -2.8% |
| 3M | -8.0% | +14.1% | -22.1% | -18.7% |
| 6M | +341.2% | +33.8% | +307.5% | +237.7% |
| YTD | +327.8% | +29.5% | +298.4% | +237.1% |
| 1Y | +364.9% | +48.4% | +316.5% | +224.7% |
| 3Y | +229.2% | +129.6% | +99.6% | +52.5% |
| All | +229.2% | +130.5% | +98.7% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling