+6,182.4%
FIX vs MXL
+284.4%
+5,898.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.8% |
| 7D | +0.7% | +16.6% | -16.0% | -2.9% |
| 30D | -5.7% | +0.5% | -6.2% | -6.4% |
| 3M | -7.4% | -3.6% | -3.8% | -9.0% |
| 6M | +15.1% | +328.0% | -312.9% | -28.9% |
| YTD | +70.7% | +297.8% | -227.1% | +7.3% |
| 1Y | +111.9% | +339.4% | -227.5% | +28.1% |
| 3Y | +759.5% | +201.7% | +557.8% | +412.8% |
| 5Y | +2,164.4% | +32.8% | +2,131.6% | +1,454.8% |
| All | +6,182.4% | +284.4% | +5,898.0% | +2,602.7% |
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