+32.7%
MXL vs BROS
+33.7%
-0.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.4% | +0.3% | -2.1% |
| 7D | +16.6% | -6.1% | +22.7% | +18.7% |
| 30D | +0.5% | -12.4% | +12.8% | +4.3% |
| 3M | -3.6% | -27.9% | +24.3% | +4.1% |
| 6M | +328.0% | -16.8% | +344.8% | +341.7% |
| YTD | +297.8% | -29.0% | +326.9% | +328.5% |
| 1Y | +339.4% | -33.2% | +372.6% | +378.8% |
| 3Y | +201.7% | +56.8% | +145.0% | +151.8% |
| All | +32.7% | +33.7% | -0.9% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling