+556.7%
FITB vs MXL
+270.5%
+286.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.6% | -1.7% |
| 7D | +2.8% | +15.5% | -12.6% | +0.2% |
| 30D | -4.5% | -11.3% | +6.8% | -3.2% |
| 3M | +5.7% | -16.1% | +21.8% | +4.1% |
| 6M | +17.1% | +323.0% | -305.9% | -24.3% |
| YTD | +18.3% | +281.5% | -263.2% | -22.2% |
| 1Y | +23.9% | +319.3% | -295.4% | -21.2% |
| 3Y | +131.1% | +189.4% | -58.3% | +40.7% |
| 5Y | +71.1% | +26.0% | +45.1% | +19.3% |
| 10Y | +283.9% | +243.5% | +40.4% | +81.6% |
| All | +556.7% | +270.5% | +286.2% | +174.9% |
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