+69.8%
FITB vs MXL
+29.7%
+40.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +0.7% |
| 7D | -1.0% | +16.6% | -17.6% | -2.6% |
| 30D | -5.5% | +0.5% | -6.0% | -5.9% |
| 3M | +4.1% | -3.6% | +7.7% | +1.7% |
| 6M | +18.7% | +328.0% | -309.3% | -11.7% |
| YTD | +18.2% | +297.8% | -279.7% | -11.4% |
| 1Y | +23.7% | +339.4% | -315.8% | -9.7% |
| 3Y | +130.8% | +201.7% | -71.0% | +62.7% |
| 5Y | +69.8% | +32.8% | +37.0% | +37.5% |
| All | +69.8% | +29.7% | +40.0% | +37.5% |
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 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