+303.5%
MXL vs PBR
+70.4%
+233.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +5.7% |
| 7D | +1.6% | +8.6% | -6.9% | +0.7% |
| 30D | -7.0% | +12.8% | -19.8% | -8.4% |
| 3M | -33.4% | +14.7% | -48.1% | -34.0% |
| 6M | +260.2% | +25.2% | +235.0% | +244.9% |
| YTD | +260.0% | +77.1% | +182.8% | +228.6% |
| 1Y | +303.5% | +69.6% | +233.9% | +257.1% |
| All | +303.5% | +70.4% | +233.1% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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