+1,139.1%
FLEX vs MXL
+210.8%
+928.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.4% | +1.4% | -2.5% |
| 7D | +7.5% | +13.4% | -6.0% | +3.7% |
| 30D | -25.3% | -29.2% | +3.9% | -17.8% |
| 3M | -39.7% | -27.2% | -12.5% | -34.9% |
| 6M | -47.9% | -36.4% | -11.4% | -43.3% |
| YTD | +24.1% | +220.0% | -195.9% | -21.4% |
| 1Y | +26.0% | +304.8% | -278.8% | -25.6% |
| 3Y | +282.7% | +238.5% | +44.2% | +110.6% |
| 5Y | +424.2% | -18.8% | +443.0% | +303.5% |
| 10Y | +613.8% | +163.1% | +450.6% | +246.2% |
| All | +1,139.1% | +210.8% | +928.3% | +407.5% |
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 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