+303.5%
MXL vs FDS
-17.4%
+320.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +9.0% | +3.9% |
| 7D | +1.6% | -1.9% | +3.5% | +0.8% |
| 30D | -7.0% | +9.0% | -16.0% | -2.5% |
| 3M | -33.4% | +18.9% | -52.3% | -25.0% |
| 6M | +260.2% | +35.1% | +225.0% | +308.4% |
| YTD | +260.0% | +5.5% | +254.5% | +312.0% |
| 1Y | +303.5% | -16.8% | +320.3% | +363.5% |
| All | +303.5% | -17.4% | +320.9% | +363.5% |
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