+764.4%
FIX vs MXL
+166.4%
+598.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.8% |
| 7D | +6.0% | +1.6% | +4.4% | +5.6% |
| 30D | -7.2% | -7.0% | -0.2% | -6.4% |
| 3M | -15.9% | -33.4% | +17.6% | -11.2% |
| 6M | +12.7% | +260.2% | -247.4% | -23.2% |
| YTD | +72.8% | +260.0% | -187.2% | +17.4% |
| 1Y | +122.9% | +303.5% | -180.6% | +44.8% |
| All | +764.4% | +166.4% | +598.0% | +459.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling