+1,293.9%
FAST vs MXL
+234.0%
+1,060.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.4% | -10.2% | 0.0% |
| 7D | +4.3% | +5.5% | -1.2% | +3.2% |
| 30D | +8.3% | -32.6% | +40.9% | +11.6% |
| 3M | +6.5% | -13.1% | +19.6% | +5.6% |
| 6M | +29.5% | -41.4% | +70.9% | +30.6% |
| YTD | +41.3% | +243.9% | -202.7% | +8.4% |
| 1Y | +37.4% | +305.1% | -267.7% | +2.7% |
| 3Y | +98.5% | +260.1% | -161.5% | +37.4% |
| 5Y | +111.1% | -12.1% | +123.2% | +75.3% |
| 10Y | +548.6% | +182.8% | +365.8% | +301.6% |
| All | +1,293.9% | +234.0% | +1,060.0% | +710.7% |
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