+297.0%
MXL vs PBR
+74.7%
+222.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -7.0% | -4.2% | -11.2% |
| 7D | -24.3% | -11.0% | -13.4% | -24.6% |
| 30D | -46.1% | -18.8% | -27.3% | -46.9% |
| 3M | -21.8% | +7.8% | -29.7% | -23.6% |
| 6M | -27.2% | -7.6% | -19.6% | -29.3% |
| YTD | +226.2% | +72.7% | +153.5% | +219.6% |
| 1Y | +297.0% | +72.9% | +224.0% | +286.4% |
| All | +297.0% | +74.7% | +222.3% | +286.4% |
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