+1,277.6%
FAST vs MXL
+199.9%
+1,077.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.9% |
| 7D | +4.8% | -15.9% | +20.6% | +6.1% |
| 30D | +8.6% | -44.0% | +52.6% | +14.0% |
| 3M | +5.7% | -21.3% | +27.0% | +5.9% |
| 6M | +25.5% | -46.1% | +71.5% | +27.6% |
| YTD | +39.6% | +208.8% | -169.2% | +8.3% |
| 1Y | +35.5% | +255.5% | -220.1% | +2.8% |
| 3Y | +96.2% | +223.3% | -127.1% | +37.4% |
| 5Y | +110.2% | -18.1% | +128.3% | +75.4% |
| 10Y | +531.8% | +159.9% | +371.9% | +294.4% |
| All | +1,277.6% | +199.9% | +1,077.7% | +710.4% |
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