+290.3%
MXL vs BOXX
+4.0%
+286.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | 0.0% | -13.1% | -12.9% |
| 7D | +3.3% | 0.0% | +3.2% | +3.4% |
| 30D | -23.6% | +0.2% | -23.9% | -24.0% |
| 3M | -23.3% | +1.0% | -24.3% | -30.1% |
| 6M | +283.6% | +1.9% | +281.7% | +152.8% |
| YTD | +271.7% | +2.7% | +269.1% | +93.6% |
| All | +290.3% | +4.0% | +286.3% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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