+34.1%
FITB vs MXL
+276.5%
-242.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.1% | +12.6% | +1.6% |
| 7D | +2.3% | -24.3% | +26.7% | +2.6% |
| 30D | +7.7% | -46.1% | +53.8% | +8.4% |
| 3M | -4.5% | -21.8% | +17.3% | -4.4% |
| 6M | +12.5% | -27.2% | +39.7% | +12.3% |
| YTD | +19.8% | +226.2% | -206.4% | +2.6% |
| 1Y | +34.1% | +297.0% | -262.8% | +8.4% |
| All | +34.1% | +276.5% | -242.3% | +8.4% |
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