+364.9%
MXL vs BTG
+25.2%
+339.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.2% | +7.4% |
| 7D | +18.9% | -3.8% | +22.6% | +20.5% |
| 30D | +0.3% | +3.6% | -3.3% | -1.1% |
| 3M | -8.0% | +32.0% | -40.1% | -17.9% |
| 6M | +341.2% | +3.4% | +337.9% | +330.3% |
| YTD | +327.8% | +20.8% | +307.0% | +287.2% |
| 1Y | +364.9% | +22.4% | +342.5% | +297.8% |
| All | +364.9% | +25.2% | +339.7% | +297.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling