+149.8%
FDX vs MXL
+176.8%
-27.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.8% |
| 7D | +0.8% | +33.1% | -32.3% | -3.2% |
| 30D | +9.9% | -33.5% | +43.4% | +14.4% |
| 3M | -1.9% | -20.7% | +18.8% | -1.7% |
| 6M | +6.1% | -35.9% | +41.9% | +5.9% |
| YTD | +38.8% | +238.3% | -199.5% | -2.8% |
| 1Y | +50.0% | +296.2% | -246.2% | +1.4% |
| 3Y | +71.0% | +254.1% | -183.1% | +4.2% |
| 5Y | +72.5% | -14.1% | +86.6% | +37.7% |
| All | +149.8% | +176.8% | -27.1% | +24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling