+948.1%
FIX vs MXL
-28.5%
+976.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +11.0% | -5.5% | +3.1% |
| 7D | -17.5% | -27.1% | +9.7% | -11.7% |
| 30D | -41.6% | -54.2% | +12.6% | -31.6% |
| 3M | -40.6% | -29.9% | -10.6% | -36.7% |
| 6M | -49.4% | -39.5% | -9.9% | -45.8% |
| YTD | +9.2% | +182.2% | -173.0% | -21.6% |
| 1Y | +6.5% | +231.8% | -225.4% | -26.6% |
| 3Y | +448.7% | +195.9% | +252.8% | +253.0% |
| All | +948.1% | -28.5% | +976.6% | +777.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling