+40.4%
MXL vs BTI
+118.0%
-77.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.7% | +6.8% | +7.6% |
| 7D | +18.9% | -0.2% | +19.1% | +18.8% |
| 30D | +0.3% | -1.1% | +1.4% | +0.3% |
| 3M | -8.0% | -8.8% | +0.7% | -8.6% |
| 6M | +341.2% | -4.0% | +345.2% | +336.3% |
| YTD | +327.8% | +0.4% | +327.5% | +323.0% |
| 1Y | +364.9% | +1.9% | +363.0% | +360.3% |
| 3Y | +229.2% | +108.5% | +120.7% | +192.3% |
| All | +40.4% | +118.0% | -77.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling