+14.4%
FIX vs MXL
+276.5%
-262.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -11.1% | -4.0% | -12.9% |
| 7D | -18.9% | -24.3% | +5.4% | -14.4% |
| 30D | -36.3% | -46.1% | +9.8% | -29.1% |
| 3M | -38.5% | -21.8% | -16.7% | -36.0% |
| 6M | -42.3% | -27.2% | -15.0% | -39.4% |
| YTD | +17.1% | +226.2% | -209.1% | -22.1% |
| 1Y | +14.4% | +297.0% | -282.6% | -32.4% |
| All | +14.4% | +276.5% | -262.1% | -32.4% |
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