-52.4%
FIS vs MXL
+161.9%
-214.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.4% | +9.6% | +4.6% |
| 7D | +2.8% | +13.4% | -10.6% | +1.6% |
| 30D | -16.7% | -29.2% | +12.5% | -14.9% |
| 3M | -32.3% | -27.2% | -5.1% | -31.7% |
| 6M | -29.1% | -36.4% | +7.4% | -29.5% |
| YTD | -54.1% | +220.0% | -274.2% | -65.0% |
| 1Y | -53.7% | +304.8% | -358.5% | -66.0% |
| 3Y | -38.8% | +238.5% | -277.3% | -58.5% |
| 5Y | -71.1% | -18.8% | -52.3% | -75.5% |
| All | -52.4% | +161.9% | -214.3% | -74.7% |
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