-0.7%
BKR vs MXL
+206.6%
-207.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -22.1% | +14.7% | -5.6% |
| 7D | -15.2% | -38.1% | +22.9% | -12.3% |
| 30D | -19.1% | -59.5% | +40.3% | -14.3% |
| 3M | -24.8% | -34.3% | +9.5% | -23.1% |
| 6M | -31.6% | -45.8% | +14.2% | -30.4% |
| YTD | +2.5% | +154.2% | -151.7% | -13.5% |
| 1Y | -0.7% | +192.1% | -192.8% | -18.1% |
| All | -0.7% | +206.6% | -207.4% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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