+303.5%
MXL vs BWA
+59.1%
+244.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.8% | +3.5% |
| 7D | +1.6% | +5.7% | -4.0% | -2.2% |
| 30D | -7.0% | +1.4% | -8.4% | -7.5% |
| 3M | -33.4% | -12.1% | -21.3% | -27.7% |
| 6M | +260.2% | +28.6% | +231.6% | +226.7% |
| YTD | +260.0% | +51.1% | +208.9% | +181.8% |
| 1Y | +303.5% | +55.9% | +247.6% | +207.0% |
| All | +303.5% | +59.1% | +244.4% | +207.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling