+11.4%
FPS vs MXL
+293.7%
-282.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.0% | -2.9% | +2.0% |
| 7D | +10.4% | +15.5% | -5.1% | +7.6% |
| 30D | -16.5% | -11.3% | -5.2% | -15.0% |
| 3M | -45.5% | -16.1% | -29.4% | -44.1% |
| 6M | +2.1% | +323.0% | -320.9% | -51.7% |
| All | +11.4% | +293.7% | -282.3% | -42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling