+40.4%
MXL vs BRKR
-39.7%
+80.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.8% | +7.6% |
| 7D | +18.9% | -8.7% | +27.5% | +23.1% |
| 30D | +0.3% | -9.9% | +10.2% | +4.3% |
| 3M | -8.0% | -3.1% | -5.0% | -9.8% |
| 6M | +341.2% | +45.5% | +295.7% | +246.3% |
| YTD | +327.8% | +13.7% | +314.1% | +276.1% |
| 1Y | +364.9% | +67.4% | +297.5% | +229.2% |
| 3Y | +229.2% | -13.2% | +242.4% | +196.7% |
| All | +40.4% | -39.7% | +80.2% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 5y: compounded portfolio wealth divided by compounded BRKR 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…
5y analysis · Full analysis span regression · 6 months rolling