+111.6%
F vs MXL
+249.5%
-137.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.1% | +0.5% |
| 7D | +5.3% | +1.6% | +3.7% | +5.0% |
| 30D | +4.6% | -7.0% | +11.6% | +5.1% |
| 3M | -3.7% | -33.4% | +29.7% | -1.1% |
| 6M | +16.8% | +260.2% | -243.3% | -20.3% |
| YTD | +15.3% | +260.0% | -244.7% | -21.8% |
| 1Y | +31.0% | +303.5% | -272.5% | -14.5% |
| 3Y | +45.4% | +160.4% | -115.0% | -5.9% |
| 5Y | +54.7% | +14.7% | +40.0% | +14.6% |
| 10Y | +98.2% | +215.6% | -117.4% | +7.0% |
| All | +111.6% | +249.5% | -137.9% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling