+27.7%
BKR vs MXL
+366.1%
-338.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -1.1% |
| 7D | -7.0% | +18.9% | -25.8% | -8.1% |
| 30D | -8.1% | +0.3% | -8.4% | -8.3% |
| 3M | -6.6% | -8.0% | +1.4% | -7.7% |
| 6M | +0.9% | +341.2% | -340.4% | -19.8% |
| YTD | +31.1% | +327.8% | -296.7% | +4.1% |
| 1Y | +27.7% | +364.9% | -337.2% | -0.6% |
| All | +27.7% | +366.1% | -338.4% | -0.6% |
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