+297.0%
MXL vs FE
+6.1%
+290.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | 0.0% | -11.1% | -11.2% |
| 7D | -24.3% | +1.7% | -26.0% | -22.4% |
| 30D | -46.1% | +8.1% | -54.2% | -40.1% |
| 3M | -21.8% | -1.3% | -20.5% | -22.6% |
| 6M | -27.2% | +2.9% | -30.1% | -21.9% |
| YTD | +226.2% | +8.6% | +217.6% | +238.0% |
| 1Y | +297.0% | +6.3% | +290.7% | +305.5% |
| All | +297.0% | +6.1% | +290.9% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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