-23.7%
FPS vs MXL
+230.3%
-254.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.4% |
| 7D | +13.6% | +13.4% | +0.1% | +10.1% |
| 30D | -32.4% | -29.2% | -3.1% | -25.5% |
| 3M | -41.1% | -27.2% | -13.9% | -35.5% |
| 6M | -51.4% | -36.4% | -15.0% | -46.4% |
| All | -23.7% | +230.3% | -254.0% | -57.8% |
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