+22.5%
F vs MXL
+349.5%
-326.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +7.5% | -11.5% | -4.0% |
| 7D | -4.9% | +19.0% | -23.9% | -5.1% |
| 30D | -2.9% | +4.5% | -7.4% | -2.9% |
| 3M | -9.1% | -1.5% | -7.5% | -9.0% |
| 6M | +12.9% | +348.6% | -335.7% | +1.6% |
| YTD | +6.1% | +310.3% | -304.2% | -3.4% |
| 1Y | +22.5% | +344.7% | -322.2% | +8.0% |
| All | +22.5% | +349.5% | -326.9% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling