+303.5%
MXL vs BROS
-35.3%
+338.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | +1.6% | -6.7% | +8.3% | +4.5% |
| 30D | -7.0% | -29.1% | +22.1% | +5.1% |
| 3M | -33.4% | -16.7% | -16.7% | -32.5% |
| 6M | +260.2% | -11.6% | +271.8% | +249.9% |
| YTD | +260.0% | -23.9% | +283.9% | +270.4% |
| 1Y | +303.5% | -34.8% | +338.3% | +254.1% |
| All | +303.5% | -35.3% | +338.8% | +254.1% |
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