+297.0%
MXL vs BWA
+17.4%
+279.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -2.5% | -8.6% | -9.0% |
| 7D | -24.3% | -9.9% | -14.5% | -17.5% |
| 30D | -46.1% | -16.4% | -29.7% | -37.2% |
| 3M | -21.8% | -19.8% | -2.0% | -5.6% |
| 6M | -27.2% | -10.0% | -17.3% | -13.3% |
| YTD | +226.2% | +12.7% | +213.4% | +234.0% |
| 1Y | +297.0% | +15.7% | +281.3% | +306.2% |
| All | +297.0% | +17.4% | +279.6% | +306.2% |
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