+302.4%
MXL vs BTG
+159.3%
+143.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.2% | +7.5% |
| 7D | +18.9% | -3.8% | +22.6% | +19.8% |
| 30D | +0.3% | +3.6% | -3.3% | -0.5% |
| 3M | -8.0% | +32.0% | -40.1% | -14.1% |
| 6M | +341.2% | +3.4% | +337.9% | +333.3% |
| YTD | +327.8% | +20.8% | +307.0% | +305.0% |
| 1Y | +364.9% | +22.4% | +342.5% | +337.4% |
| 3Y | +229.2% | +91.7% | +137.5% | +177.5% |
| 5Y | +42.8% | +79.0% | -36.2% | +20.4% |
| All | +302.4% | +159.3% | +143.1% | +246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling