+67.3%
F vs MXL
+161.9%
-94.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.9% |
| 7D | -3.1% | +13.4% | -16.5% | -5.2% |
| 30D | 0.0% | -29.2% | +29.3% | +3.8% |
| 3M | -13.2% | -27.2% | +14.0% | -12.0% |
| 6M | -10.2% | -36.4% | +26.2% | -10.6% |
| YTD | -4.9% | +220.0% | -225.0% | -37.9% |
| 1Y | -6.1% | +304.8% | -310.9% | -42.1% |
| 3Y | +46.0% | +238.5% | -192.5% | -17.4% |
| 5Y | -15.7% | -18.8% | +3.1% | -35.1% |
| All | +67.3% | +161.9% | -94.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling