+297.0%
MXL vs BTDR
-69.9%
+366.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -5.6% | -5.5% | -9.1% |
| 7D | -24.3% | -17.6% | -6.8% | -18.9% |
| 30D | -46.1% | -40.3% | -5.9% | -35.4% |
| 3M | -21.8% | -42.6% | +20.8% | -6.2% |
| 6M | -27.2% | -46.3% | +19.1% | -11.0% |
| YTD | +226.2% | -41.7% | +267.9% | +280.1% |
| 1Y | +297.0% | -69.4% | +366.4% | +426.3% |
| All | +297.0% | -69.9% | +366.9% | +426.3% |
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