-40.6%
FIS vs MXL
+313.4%
-353.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | -0.5% |
| 7D | -7.9% | +18.9% | -26.8% | -9.4% |
| 30D | -8.0% | +0.3% | -8.3% | -8.4% |
| 3M | +0.6% | -8.0% | +8.6% | -1.5% |
| 6M | -22.2% | +341.2% | -363.4% | -41.1% |
| YTD | -40.8% | +327.8% | -368.6% | -55.2% |
| 1Y | -41.5% | +364.9% | -406.4% | -56.7% |
| 3Y | -25.5% | +229.2% | -254.7% | -47.1% |
| 5Y | -64.8% | +42.8% | -107.5% | -72.2% |
| All | -40.6% | +313.4% | -353.9% | -69.1% |
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 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