+206.1%
MXL vs FDS
-36.6%
+242.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.8% | +2.8% | -4.2% |
| 7D | +16.6% | -16.0% | +32.6% | +12.8% |
| 30D | +0.5% | -6.7% | +7.2% | -0.6% |
| 3M | -3.6% | +6.0% | -9.6% | -2.4% |
| 6M | +328.0% | +25.1% | +302.9% | +318.3% |
| YTD | +297.8% | -8.1% | +306.0% | +322.4% |
| 1Y | +339.4% | -26.0% | +365.4% | +405.4% |
| All | +206.1% | -36.6% | +242.8% | +269.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling