+255.6%
MXL vs BWA
+379.9%
-124.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.9% | +7.9% | +7.2% |
| 7D | +15.5% | +4.3% | +11.2% | +12.5% |
| 30D | -11.3% | -2.9% | -8.4% | -9.4% |
| 3M | -16.1% | -12.4% | -3.7% | -7.7% |
| 6M | +323.0% | +28.6% | +294.5% | +269.8% |
| YTD | +281.5% | +48.2% | +233.3% | +199.8% |
| 1Y | +319.3% | +50.9% | +268.4% | +225.3% |
| 3Y | +189.4% | +72.2% | +117.2% | +101.5% |
| 5Y | +26.0% | +91.1% | -65.1% | -18.1% |
| 10Y | +243.5% | +144.0% | +99.5% | +79.4% |
| All | +255.6% | +379.9% | -124.3% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling