+235.5%
MXL vs BUD
+128.3%
+107.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.4% | +5.4% |
| 7D | +1.6% | +0.3% | +1.4% | +1.5% |
| 30D | -7.0% | -5.7% | -1.3% | -4.3% |
| 3M | -33.4% | +3.1% | -36.5% | -35.7% |
| 6M | +260.2% | +7.9% | +252.3% | +237.7% |
| YTD | +260.0% | +27.3% | +232.6% | +205.5% |
| 1Y | +303.5% | +37.8% | +265.7% | +225.1% |
| 3Y | +160.4% | +49.8% | +110.6% | +92.9% |
| 5Y | +14.7% | +43.8% | -29.1% | -13.7% |
| 10Y | +215.6% | -22.6% | +238.2% | +207.6% |
| All | +235.5% | +128.3% | +107.2% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling