+229.2%
MXL vs BTI
+109.4%
+119.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.9% |
| 7D | +18.9% | -0.2% | +19.1% | +18.8% |
| 30D | +0.3% | -1.1% | +1.4% | +0.1% |
| 3M | -8.0% | -8.8% | +0.7% | -10.0% |
| 6M | +341.2% | -4.0% | +345.2% | +336.4% |
| YTD | +327.8% | +0.4% | +327.5% | +329.6% |
| 1Y | +364.9% | +1.9% | +363.0% | +370.6% |
| 3Y | +229.2% | +108.5% | +120.7% | +279.8% |
| All | +229.2% | +109.4% | +119.8% | +279.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 3y: compounded portfolio wealth divided by compounded BTI 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…
3y analysis · Full analysis span regression · 6 months rolling