+72.2%
FDX vs MXL
+343.1%
-270.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -1.7% |
| 7D | -2.3% | +19.0% | -21.3% | -2.7% |
| 30D | -4.9% | +4.5% | -9.4% | -5.0% |
| 3M | -6.5% | -1.5% | -4.9% | -7.0% |
| 6M | +6.7% | +348.6% | -342.0% | -5.0% |
| YTD | +33.9% | +310.3% | -276.4% | +19.7% |
| All | +72.2% | +343.1% | -270.8% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling