+27.3%
MXL vs BROS
+41.2%
-13.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -1.5% | +7.5% | +6.4% |
| 7D | +15.5% | -0.9% | +16.4% | +15.8% |
| 30D | -11.3% | -13.5% | +2.1% | -7.5% |
| 3M | -16.1% | -18.4% | +2.3% | -12.7% |
| 6M | +323.0% | -10.6% | +333.6% | +327.7% |
| YTD | +281.5% | -25.1% | +306.6% | +304.7% |
| 1Y | +319.3% | -28.6% | +347.9% | +348.5% |
| 3Y | +189.4% | +65.6% | +123.8% | +137.8% |
| All | +27.3% | +41.2% | -13.9% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling