+286.0%
FISV vs MXL
+286.3%
-0.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.9% |
| 7D | -7.2% | +16.6% | -23.8% | -9.0% |
| 30D | -7.2% | +0.5% | -7.7% | -7.8% |
| 3M | -8.2% | -3.6% | -4.5% | -11.3% |
| 6M | -17.7% | +328.0% | -345.7% | -40.3% |
| YTD | -27.2% | +297.8% | -325.0% | -46.8% |
| 1Y | -63.0% | +339.4% | -402.4% | -73.5% |
| 3Y | -59.8% | +201.7% | -261.5% | -72.0% |
| 5Y | -55.8% | +32.8% | -88.6% | -66.4% |
| 10Y | -2.4% | +274.8% | -277.2% | -44.1% |
| All | +286.0% | +286.3% | -0.3% | +94.5% |
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