+725.7%
FLEX vs MXL
+34.9%
+690.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -9.0% | -3.4% |
| 7D | +6.4% | +19.0% | -12.6% | +1.6% |
| 30D | -5.9% | +4.5% | -10.4% | -7.4% |
| 3M | -23.5% | -1.5% | -21.9% | -24.7% |
| 6M | +83.7% | +348.6% | -264.9% | +11.3% |
| YTD | +86.5% | +310.3% | -223.8% | +15.4% |
| 1Y | +100.5% | +344.7% | -244.2% | +20.3% |
| 3Y | +469.8% | +211.2% | +258.7% | +233.1% |
| 5Y | +725.7% | +34.8% | +690.8% | +531.5% |
| All | +725.7% | +34.9% | +690.7% | +531.5% |
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