+40.4%
MXL vs BRO
+17.6%
+22.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.2% | +7.8% | +7.5% |
| 7D | +18.9% | -7.3% | +26.2% | +18.8% |
| 30D | +0.3% | -6.9% | +7.2% | +0.3% |
| 3M | -8.0% | +10.7% | -18.7% | -11.4% |
| 6M | +341.2% | -2.7% | +343.9% | +337.5% |
| YTD | +327.8% | -16.3% | +344.1% | +348.7% |
| 1Y | +364.9% | -29.1% | +394.0% | +424.9% |
| 3Y | +229.2% | -7.8% | +237.1% | +186.8% |
| All | +40.4% | +17.6% | +22.8% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling