+303.5%
MXL vs BTDR
-4.8%
+308.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.9% | +1.6% | +4.4% |
| 7D | +1.6% | +20.0% | -18.3% | -3.6% |
| 30D | -7.0% | +11.9% | -18.9% | -10.6% |
| 3M | -33.4% | -36.9% | +3.5% | -29.0% |
| 6M | +260.2% | +56.5% | +203.6% | +223.9% |
| YTD | +260.0% | +10.4% | +249.5% | +237.5% |
| 1Y | +303.5% | +3.1% | +300.4% | +284.9% |
| All | +303.5% | -4.8% | +308.2% | +284.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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