+270.8%
MXL vs BNS
+298.4%
-27.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.7% |
| 7D | +16.6% | -2.2% | +18.8% | +18.6% |
| 30D | +0.5% | +4.5% | -4.0% | -3.0% |
| 3M | -3.6% | +14.9% | -18.5% | -13.9% |
| 6M | +328.0% | +32.5% | +295.6% | +239.9% |
| YTD | +297.8% | +28.6% | +269.2% | +223.8% |
| 1Y | +339.4% | +48.4% | +291.1% | +217.2% |
| 3Y | +201.7% | +130.8% | +70.9% | +49.6% |
| 5Y | +32.8% | +94.8% | -62.0% | -23.2% |
| 10Y | +274.8% | +184.3% | +90.5% | +61.0% |
| All | +270.8% | +298.4% | -27.6% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling