+206.1%
MXL vs BROS
+57.4%
+148.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.3% | -1.9% |
| 7D | +16.6% | -6.1% | +22.7% | +19.0% |
| 30D | +0.5% | -12.4% | +12.8% | +4.9% |
| 3M | -3.6% | -27.9% | +24.3% | +5.0% |
| 6M | +328.0% | -16.8% | +344.8% | +340.9% |
| YTD | +297.8% | -29.0% | +326.9% | +330.4% |
| 1Y | +339.4% | -33.2% | +372.6% | +380.7% |
| All | +206.1% | +57.4% | +148.7% | +136.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling