+130.0%
FITB vs MXL
+200.2%
-70.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +0.6% |
| 7D | -1.0% | +16.6% | -17.6% | -2.0% |
| 30D | -5.5% | +0.5% | -6.0% | -5.7% |
| 3M | +4.1% | -3.6% | +7.7% | +2.6% |
| 6M | +18.7% | +328.0% | -309.3% | -3.6% |
| YTD | +18.2% | +297.8% | -279.7% | -3.4% |
| 1Y | +23.7% | +339.4% | -315.8% | -1.0% |
| All | +130.0% | +200.2% | -70.2% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling