-53.1%
FISV vs MXL
+40.1%
-93.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.5% | -2.1% | +4.9% |
| 7D | -2.7% | +18.9% | -21.5% | -3.9% |
| 30D | 0.0% | +0.3% | -0.3% | -0.3% |
| 3M | -2.8% | -8.0% | +5.3% | -4.4% |
| 6M | -11.8% | +341.2% | -353.1% | -31.4% |
| YTD | -23.2% | +327.8% | -351.0% | -40.2% |
| 1Y | -62.0% | +364.9% | -426.9% | -70.9% |
| 3Y | -57.6% | +229.2% | -286.8% | -68.6% |
| All | -53.1% | +40.1% | -93.2% | -62.0% |
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