+153.5%
FDX vs MXL
+161.9%
-8.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +2.2% |
| 7D | +5.2% | +13.4% | -8.2% | +3.3% |
| 30D | +11.3% | -29.2% | +40.5% | +15.0% |
| 3M | -4.1% | -27.2% | +23.1% | -2.8% |
| 6M | +9.6% | -36.4% | +46.1% | +9.4% |
| YTD | +40.9% | +220.0% | -179.1% | -0.6% |
| 1Y | +53.0% | +304.8% | -251.8% | +2.7% |
| 3Y | +74.1% | +238.5% | -164.4% | +6.5% |
| 5Y | +75.1% | -18.8% | +93.9% | +40.8% |
| All | +153.5% | +161.9% | -8.3% | +27.7% |
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 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