-64.8%
FIS vs MXL
+29.7%
-94.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.3% |
| 7D | -8.9% | +16.6% | -25.5% | -9.5% |
| 30D | -9.9% | +0.5% | -10.4% | -10.1% |
| 3M | 0.0% | -3.6% | +3.6% | -1.7% |
| 6M | -22.9% | +328.0% | -350.9% | -36.0% |
| YTD | -40.9% | +297.8% | -338.7% | -50.7% |
| 1Y | -40.4% | +339.4% | -379.8% | -51.2% |
| 3Y | -25.4% | +201.7% | -227.1% | -40.5% |
| 5Y | -64.8% | +32.8% | -97.6% | -69.0% |
| All | -64.8% | +29.7% | -94.6% | -69.0% |
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