+1,033.9%
FLEX vs MXL
+284.4%
+749.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.2% |
| 7D | +0.1% | +16.6% | -16.5% | -4.5% |
| 30D | -11.8% | +0.5% | -12.2% | -12.4% |
| 3M | -22.6% | -3.6% | -18.9% | -23.9% |
| 6M | +77.3% | +328.0% | -250.7% | -1.9% |
| YTD | +78.8% | +297.8% | -219.1% | +0.8% |
| 1Y | +86.1% | +339.4% | -253.4% | +0.5% |
| 3Y | +446.2% | +201.7% | +244.5% | +185.1% |
| 5Y | +689.7% | +32.8% | +656.9% | +403.4% |
| All | +1,033.9% | +284.4% | +749.6% | +312.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling