+192.1%
MXL vs BRO
-4.7%
+196.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | +0.7% | -22.7% | -20.9% |
| 7D | -38.1% | +9.9% | -48.0% | -26.2% |
| 30D | -59.5% | +22.3% | -81.8% | -40.5% |
| 3M | -34.3% | +5.3% | -39.7% | -21.2% |
| 6M | -45.8% | +30.3% | -76.1% | -8.8% |
| YTD | +154.2% | -5.7% | +159.9% | +251.0% |
| 1Y | +192.1% | -3.5% | +195.6% | +315.3% |
| All | +192.1% | -4.7% | +196.7% | +315.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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