+298.8%
MXL vs BRKR
+304.5%
-5.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.8% | +7.7% |
| 7D | +18.9% | -8.7% | +27.5% | +23.6% |
| 30D | +0.3% | -9.9% | +10.2% | +4.7% |
| 3M | -8.0% | -3.1% | -5.0% | -9.8% |
| 6M | +341.2% | +45.5% | +295.7% | +243.1% |
| YTD | +327.8% | +13.7% | +314.1% | +272.3% |
| 1Y | +364.9% | +67.4% | +297.5% | +227.6% |
| 3Y | +229.2% | -13.2% | +242.4% | +200.1% |
| 5Y | +42.8% | -39.5% | +82.2% | +56.4% |
| 10Y | +303.1% | +153.5% | +149.6% | +117.2% |
| All | +298.8% | +304.5% | -5.7% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling