-37.1%
FIS vs MXL
+316.6%
-353.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.5% | -6.5% | -0.7% |
| 7D | +1.1% | +1.6% | -0.6% | +1.2% |
| 30D | -2.2% | -7.0% | +4.8% | -2.3% |
| 3M | +2.1% | -33.4% | +35.5% | +1.3% |
| 6M | -14.7% | +260.2% | -274.8% | -17.9% |
| YTD | -35.7% | +260.0% | -295.7% | -38.4% |
| 1Y | -37.1% | +303.5% | -340.5% | -41.1% |
| All | -37.1% | +316.6% | -353.7% | -41.1% |
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