+53.5%
F vs MXL
+227.7%
-174.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.7% | -13.0% | -0.3% |
| 7D | -0.6% | -8.8% | +8.2% | -0.4% |
| 30D | +2.9% | -41.9% | +44.7% | +6.3% |
| 3M | -9.5% | -25.4% | +16.0% | -9.0% |
| 6M | +4.0% | -44.0% | +48.0% | +5.2% |
| YTD | -1.3% | +220.8% | -222.0% | -24.2% |
| 1Y | -1.9% | +278.8% | -280.7% | -27.2% |
| 3Y | +53.5% | +249.4% | -196.0% | -1.5% |
| All | +53.5% | +227.7% | -174.2% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling