+61.7%
MXL vs BTDR
+15.3%
+46.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -1.9% |
| 7D | +16.6% | -3.2% | +19.8% | +17.3% |
| 30D | +0.5% | +32.7% | -32.2% | -4.9% |
| 3M | -3.6% | -28.4% | +24.8% | +1.6% |
| 6M | +328.0% | +51.7% | +276.3% | +294.4% |
| YTD | +297.8% | +2.9% | +295.0% | +284.5% |
| 1Y | +339.4% | -15.5% | +354.9% | +327.6% |
| 3Y | +201.7% | 0.0% | +201.7% | +148.4% |
| 5Y | +32.8% | +16.5% | +16.3% | +13.9% |
| All | +61.7% | +15.3% | +46.4% | +35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling