+364.9%
MXL vs BROS
-32.8%
+397.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.5% | +7.1% |
| 7D | +18.9% | -5.8% | +24.6% | +21.7% |
| 30D | +0.3% | -14.0% | +14.3% | +6.6% |
| 3M | -8.0% | -32.5% | +24.5% | +4.2% |
| 6M | +341.2% | -14.9% | +356.1% | +334.0% |
| YTD | +327.8% | -28.3% | +356.1% | +351.7% |
| 1Y | +364.9% | -34.0% | +398.9% | +308.6% |
| All | +364.9% | -32.8% | +397.7% | +308.6% |
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