+128.1%
FIX vs MXL
+349.5%
-221.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.6% | -3.1% |
| 7D | +3.5% | +19.0% | -15.5% | +0.9% |
| 30D | -3.5% | +4.5% | -8.0% | -4.3% |
| 3M | -11.8% | -1.5% | -10.3% | -11.5% |
| 6M | +17.8% | +348.6% | -330.8% | -15.2% |
| YTD | +73.3% | +310.3% | -237.0% | +28.1% |
| 1Y | +128.1% | +344.7% | -216.6% | +59.0% |
| All | +128.1% | +349.5% | -221.4% | +59.0% |
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