-41.6%
FIS vs MXL
+333.4%
-375.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.0% |
| 7D | -8.9% | +16.6% | -25.5% | -8.2% |
| 30D | -9.9% | +0.5% | -10.4% | -9.7% |
| 3M | 0.0% | -3.6% | +3.6% | -0.1% |
| 6M | -22.9% | +328.0% | -350.9% | -25.3% |
| YTD | -40.9% | +297.8% | -338.7% | -42.8% |
| All | -41.6% | +333.4% | -375.0% | -44.4% |
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