+652.8%
FLEX vs MXL
+181.5%
+471.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.4% | -7.6% | +0.2% |
| 7D | +2.2% | +5.5% | -3.2% | +0.3% |
| 30D | -32.6% | -32.6% | 0.0% | -24.2% |
| 3M | -35.5% | -13.1% | -22.3% | -33.7% |
| 6M | -45.6% | -41.4% | -4.2% | -39.3% |
| YTD | +30.7% | +243.9% | -213.2% | -24.1% |
| 1Y | +28.4% | +305.1% | -276.7% | -29.5% |
| 3Y | +301.7% | +260.1% | +41.6% | +96.0% |
| 5Y | +473.3% | -12.1% | +485.3% | +324.2% |
| All | +652.8% | +181.5% | +471.4% | +173.0% |
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