+284.0%
FITB vs MXL
+313.4%
-29.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.0% | -0.7% |
| 7D | -0.3% | +18.9% | -19.1% | -3.2% |
| 30D | -5.7% | +0.3% | -6.0% | -6.3% |
| 3M | +3.2% | -8.0% | +11.2% | +0.2% |
| 6M | +23.4% | +341.2% | -317.8% | -20.9% |
| YTD | +18.8% | +327.8% | -309.0% | -23.8% |
| 1Y | +25.0% | +364.9% | -339.9% | -22.5% |
| 3Y | +131.2% | +229.2% | -98.0% | +35.6% |
| 5Y | +70.7% | +42.8% | +27.9% | +16.9% |
| All | +284.0% | +313.4% | -29.3% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling