+62.9%
FDX vs MXL
+34.9%
+28.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -2.3% |
| 7D | -2.3% | +19.0% | -21.3% | -4.0% |
| 30D | -4.9% | +4.5% | -9.4% | -5.7% |
| 3M | -6.5% | -1.5% | -4.9% | -8.6% |
| 6M | +6.7% | +348.6% | -342.0% | -17.9% |
| YTD | +33.9% | +310.3% | -276.4% | +4.0% |
| 1Y | +72.2% | +344.7% | -272.5% | +31.0% |
| 3Y | +60.2% | +211.2% | -150.9% | +17.8% |
| 5Y | +62.9% | +34.8% | +28.1% | +36.2% |
| All | +62.9% | +34.9% | +28.0% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling