+121.5%
FIS vs MXL
+270.5%
-149.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.0% | -11.9% | -6.5% |
| 7D | -3.5% | +15.5% | -18.9% | -4.9% |
| 30D | -7.8% | -11.3% | +3.5% | -7.2% |
| 3M | +0.8% | -16.1% | +16.9% | -0.6% |
| 6M | -21.9% | +323.0% | -344.9% | -41.0% |
| YTD | -39.5% | +281.5% | -321.0% | -53.9% |
| 1Y | -41.0% | +319.3% | -360.3% | -56.0% |
| 3Y | -23.6% | +189.4% | -213.0% | -44.9% |
| 5Y | -65.6% | +26.0% | -91.6% | -72.9% |
| 10Y | -40.2% | +243.5% | -283.7% | -64.1% |
| All | +121.5% | +270.5% | -149.0% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling