+155.5%
BKR vs MXL
+286.3%
-130.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.6% | -6.2% |
| 7D | -6.7% | +16.6% | -23.3% | -9.1% |
| 30D | -8.3% | +0.5% | -8.8% | -9.0% |
| 3M | -5.4% | -3.6% | -1.8% | -8.9% |
| 6M | +0.8% | +328.0% | -327.2% | -31.4% |
| YTD | +31.8% | +297.8% | -266.0% | -9.6% |
| 1Y | +28.6% | +339.4% | -310.8% | -14.4% |
| 3Y | +71.2% | +201.7% | -130.5% | +10.2% |
| 5Y | +179.2% | +32.8% | +146.5% | +99.6% |
| 10Y | +124.0% | +274.8% | -150.9% | +12.4% |
| All | +155.5% | +286.3% | -130.8% | +14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling