+120.2%
BKR vs MXL
+313.4%
-193.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -1.8% |
| 7D | -7.0% | +18.9% | -25.8% | -9.7% |
| 30D | -8.1% | +0.3% | -8.4% | -8.7% |
| 3M | -6.6% | -8.0% | +1.4% | -9.1% |
| 6M | +0.9% | +341.2% | -340.4% | -32.4% |
| YTD | +31.1% | +327.8% | -296.7% | -12.1% |
| 1Y | +27.7% | +364.9% | -337.2% | -16.8% |
| 3Y | +71.2% | +229.2% | -158.0% | +6.6% |
| 5Y | +177.6% | +42.8% | +134.9% | +94.9% |
| All | +120.2% | +313.4% | -193.2% | -6.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling