+3,553.2%
FIX vs MXL
+161.9%
+3,391.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.1% |
| 7D | +9.4% | +13.4% | -4.0% | +6.1% |
| 30D | -27.8% | -29.2% | +1.5% | -21.8% |
| 3M | -35.6% | -27.2% | -8.3% | -31.6% |
| 6M | -45.2% | -36.4% | -8.8% | -41.7% |
| YTD | +19.5% | +220.0% | -200.5% | -21.8% |
| 1Y | +24.2% | +304.8% | -280.6% | -23.7% |
| 3Y | +494.2% | +238.5% | +255.7% | +241.8% |
| 5Y | +1,036.1% | -18.8% | +1,054.9% | +785.2% |
| All | +3,553.2% | +161.9% | +3,391.3% | +1,497.3% |
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