+298.8%
MXL vs PBR
+92.4%
+206.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.4% | +7.8% |
| 7D | +18.9% | +5.4% | +13.5% | +17.3% |
| 30D | +0.3% | +22.9% | -22.5% | -5.0% |
| 3M | -8.0% | +19.6% | -27.7% | -12.4% |
| 6M | +341.2% | +16.5% | +324.8% | +321.5% |
| YTD | +327.8% | +86.7% | +241.2% | +260.8% |
| 1Y | +364.9% | +74.7% | +290.2% | +298.0% |
| 3Y | +229.2% | +102.6% | +126.7% | +167.6% |
| 5Y | +42.8% | +566.6% | -523.8% | -17.2% |
| 10Y | +303.1% | +686.1% | -383.0% | +97.4% |
| All | +298.8% | +92.4% | +206.4% | +168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling