+163.7%
MXL vs BUD
-2.1%
+165.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.9% |
| 7D | +13.4% | +1.0% | +12.4% | +12.7% |
| 30D | -29.2% | +6.7% | -35.9% | -32.6% |
| 3M | -27.2% | +5.7% | -32.9% | -31.1% |
| 6M | -36.4% | +5.8% | -42.2% | -40.7% |
| YTD | +220.0% | +34.4% | +185.6% | +157.9% |
| 1Y | +304.8% | +33.3% | +271.5% | +227.1% |
| 3Y | +238.5% | +48.8% | +189.7% | +147.4% |
| 5Y | -18.8% | +52.5% | -71.3% | -42.5% |
| All | +163.7% | -2.1% | +165.8% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling