+24.2%
FIX vs MXL
+277.9%
-253.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.3% |
| 7D | +9.4% | +13.4% | -4.0% | +6.6% |
| 30D | -27.8% | -29.2% | +1.5% | -23.3% |
| 3M | -35.6% | -27.2% | -8.3% | -32.3% |
| 6M | -45.2% | -36.4% | -8.8% | -42.0% |
| YTD | +19.5% | +220.0% | -200.5% | -16.9% |
| 1Y | +24.2% | +304.8% | -280.6% | -21.1% |
| All | +24.2% | +277.9% | -253.7% | -21.1% |
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