+297.0%
MXL vs FDS
+31.1%
+265.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.9% | -14.0% | -9.1% |
| 7D | -24.3% | +9.4% | -33.8% | -18.7% |
| 30D | -46.1% | +23.8% | -69.9% | -36.5% |
| 3M | -21.8% | +25.1% | -47.0% | -5.2% |
| 6M | -27.2% | +53.8% | -81.0% | -2.4% |
| YTD | +226.2% | +19.6% | +206.6% | +327.6% |
| 1Y | +297.0% | +31.6% | +265.3% | +449.1% |
| All | +297.0% | +31.1% | +265.9% | +449.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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