+46.5%
F vs MXL
+23.2%
+23.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.0% | -10.2% | -5.1% |
| 7D | +1.2% | +15.5% | -14.3% | -0.9% |
| 30D | +1.2% | -11.3% | +12.5% | +2.3% |
| 3M | -5.7% | -16.1% | +10.5% | -6.7% |
| 6M | +17.9% | +323.0% | -305.1% | -21.2% |
| YTD | +10.4% | +281.5% | -271.1% | -24.9% |
| 1Y | +25.3% | +319.3% | -293.9% | -18.0% |
| 3Y | +37.5% | +189.4% | -151.9% | -12.1% |
| 5Y | +46.5% | +26.0% | +20.5% | +16.9% |
| All | +46.5% | +23.2% | +23.3% | +16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling