+8.1%
FPS vs MXL
+271.5%
-263.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.1% | +1.5% |
| 7D | +3.1% | +1.6% | +1.5% | +2.8% |
| 30D | -18.6% | -7.0% | -11.6% | -17.6% |
| 3M | -51.5% | -33.4% | -18.1% | -49.1% |
| 6M | -8.5% | +260.2% | -268.7% | -51.4% |
| All | +8.1% | +271.5% | -263.4% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling