+270.8%
MXL vs BTG
+414.7%
-143.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.7% |
| 7D | +16.6% | -5.5% | +22.1% | +17.5% |
| 30D | +0.5% | +6.1% | -5.6% | -0.3% |
| 3M | -3.6% | +38.6% | -42.3% | -7.9% |
| 6M | +328.0% | +0.7% | +327.3% | +325.0% |
| YTD | +297.8% | +20.3% | +277.5% | +285.8% |
| 1Y | +339.4% | +25.0% | +314.4% | +323.7% |
| 3Y | +201.7% | +97.3% | +104.4% | +173.4% |
| 5Y | +32.8% | +78.3% | -45.6% | +20.8% |
| 10Y | +274.8% | +151.6% | +123.2% | +230.6% |
| All | +270.8% | +414.7% | -143.9% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling