+302.4%
MXL vs FDS
+64.8%
+237.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.2% | +8.8% | +8.0% |
| 7D | +18.9% | -14.0% | +32.8% | +25.8% |
| 30D | +0.3% | -6.2% | +6.5% | +1.5% |
| 3M | -8.0% | +10.2% | -18.2% | -18.0% |
| 6M | +341.2% | +27.4% | +313.8% | +246.8% |
| YTD | +327.8% | -9.3% | +337.1% | +307.5% |
| 1Y | +364.9% | -28.6% | +393.5% | +412.6% |
| 3Y | +229.2% | -36.8% | +266.0% | +282.9% |
| 5Y | +42.8% | -28.6% | +71.4% | +50.1% |
| All | +302.4% | +64.8% | +237.6% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling