+9,885.0%
FIX vs MXL
+199.9%
+9,685.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | +0.2% |
| 7D | -13.9% | -15.9% | +1.9% | -10.4% |
| 30D | -35.5% | -44.0% | +8.5% | -26.4% |
| 3M | -33.9% | -21.3% | -12.6% | -31.1% |
| 6M | -43.3% | -46.1% | +2.8% | -37.5% |
| YTD | +18.7% | +208.8% | -190.2% | -20.8% |
| 1Y | +13.8% | +255.5% | -241.8% | -26.8% |
| 3Y | +495.0% | +223.3% | +271.6% | +253.8% |
| 5Y | +1,049.0% | -18.1% | +1,067.1% | +786.8% |
| 10Y | +3,644.4% | +159.9% | +3,484.5% | +1,797.0% |
| All | +9,885.0% | +199.9% | +9,685.1% | +3,880.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling