+34.8%
MXL vs BUD
+44.7%
-9.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.2% | +9.7% | +8.4% |
| 7D | +19.0% | -1.3% | +20.3% | +19.5% |
| 30D | +4.5% | -6.1% | +10.6% | +6.9% |
| 3M | -1.5% | -3.8% | +2.2% | -1.3% |
| 6M | +348.6% | +8.2% | +340.4% | +322.4% |
| YTD | +310.3% | +23.6% | +286.7% | +259.1% |
| 1Y | +344.7% | +33.4% | +311.3% | +271.7% |
| 3Y | +211.2% | +45.3% | +165.9% | +138.1% |
| 5Y | +34.8% | +44.3% | -9.4% | -1.8% |
| All | +34.8% | +44.7% | -9.9% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling