+229.2%
MXL vs BR
-5.3%
+234.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.3% | +7.8% | +7.5% |
| 7D | +18.9% | -3.0% | +21.8% | +18.4% |
| 30D | +0.3% | -0.3% | +0.6% | +0.3% |
| 3M | -8.0% | +17.3% | -25.3% | -7.0% |
| 6M | +341.2% | -6.7% | +347.9% | +378.0% |
| YTD | +327.8% | -23.4% | +351.3% | +411.3% |
| 1Y | +364.9% | -32.7% | +397.6% | +504.7% |
| 3Y | +229.2% | -5.9% | +235.1% | +234.3% |
| All | +229.2% | -5.3% | +234.5% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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