-14.1%
MXL vs BUD
+50.1%
-64.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +33.1% | -1.6% | +34.6% | +33.4% |
| 30D | -33.5% | +6.7% | -40.1% | -35.4% |
| 3M | -20.7% | +5.9% | -26.6% | -23.2% |
| 6M | -35.9% | +5.1% | -40.9% | -38.4% |
| YTD | +238.3% | +32.9% | +205.4% | +188.8% |
| 1Y | +296.2% | +31.8% | +264.4% | +239.0% |
| 3Y | +254.1% | +47.4% | +206.7% | +178.9% |
| 5Y | -14.1% | +50.8% | -64.9% | -33.4% |
| All | -14.1% | +50.1% | -64.3% | -33.4% |
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 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