+255.6%
MXL vs FDS
+376.8%
-121.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -4.3% | +10.3% | +8.1% |
| 7D | +15.5% | -5.4% | +20.9% | +18.3% |
| 30D | -11.3% | +1.6% | -12.9% | -13.2% |
| 3M | -16.1% | +17.7% | -33.9% | -28.9% |
| 6M | +323.0% | +29.1% | +294.0% | +225.7% |
| YTD | +281.5% | +1.0% | +280.6% | +237.6% |
| 1Y | +319.3% | -21.6% | +340.9% | +333.8% |
| 3Y | +189.4% | -30.1% | +219.5% | +215.0% |
| 5Y | +26.0% | -20.7% | +46.7% | +23.7% |
| 10Y | +243.5% | +78.3% | +165.2% | +83.5% |
| All | +255.6% | +376.8% | -121.1% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling