+282.4%
MXL vs BTI
+312.3%
-29.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.0% | +8.1% |
| 7D | +19.0% | -2.4% | +21.4% | +19.9% |
| 30D | +4.5% | -4.8% | +9.3% | +6.0% |
| 3M | -1.5% | -8.1% | +6.6% | -0.6% |
| 6M | +348.6% | -4.2% | +352.8% | +340.9% |
| YTD | +310.3% | -1.3% | +311.6% | +297.3% |
| 1Y | +344.7% | +2.1% | +342.6% | +323.4% |
| 3Y | +211.2% | +108.9% | +102.3% | +101.9% |
| 5Y | +34.8% | +114.5% | -79.6% | -15.7% |
| 10Y | +286.5% | +72.2% | +214.3% | +153.9% |
| All | +282.4% | +312.3% | -29.9% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling