+215.7%
MXL vs BUD
+44.4%
+171.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.2% | +9.7% | +7.8% |
| 7D | +19.0% | -1.3% | +20.3% | +19.1% |
| 30D | +4.5% | -6.1% | +10.6% | +5.2% |
| 3M | -1.5% | -3.8% | +2.2% | -1.5% |
| 6M | +348.6% | +8.2% | +340.4% | +335.0% |
| YTD | +310.3% | +23.6% | +286.7% | +283.7% |
| 1Y | +344.7% | +33.4% | +311.3% | +306.7% |
| All | +215.7% | +44.4% | +171.3% | +182.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling