+62.8%
FDX vs MXL
+186.9%
-124.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.0% | -8.6% | -3.0% |
| 7D | -3.3% | +15.5% | -18.8% | -4.2% |
| 30D | -1.4% | -11.3% | +9.9% | -0.9% |
| 3M | -4.5% | -16.1% | +11.6% | -5.0% |
| 6M | +9.4% | +323.0% | -313.6% | -8.9% |
| YTD | +36.0% | +281.5% | -245.5% | +14.1% |
| 1Y | +75.5% | +319.3% | -243.8% | +44.7% |
| 3Y | +62.8% | +189.4% | -126.6% | +32.8% |
| All | +62.8% | +186.9% | -124.1% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling