+297.0%
MXL vs BROS
-18.6%
+315.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.9% | -12.1% | -11.4% |
| 7D | -24.3% | +2.5% | -26.8% | -25.0% |
| 30D | -46.1% | +15.1% | -61.2% | -49.0% |
| 3M | -21.8% | -31.4% | +9.6% | -10.8% |
| 6M | -27.2% | -22.6% | -4.6% | -25.6% |
| YTD | +226.2% | -28.1% | +254.3% | +242.4% |
| 1Y | +297.0% | -20.3% | +317.3% | +292.3% |
| All | +297.0% | -18.6% | +315.6% | +292.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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