+286.5%
MXL vs FE
+110.4%
+176.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.1% | +7.7% |
| 7D | +19.0% | -0.2% | +19.2% | +19.0% |
| 30D | +4.5% | -1.2% | +5.7% | +4.9% |
| 3M | -1.5% | +1.7% | -3.2% | -2.7% |
| 6M | +348.6% | -7.5% | +356.1% | +356.0% |
| YTD | +310.3% | +6.3% | +303.9% | +294.3% |
| 1Y | +344.7% | +10.9% | +333.9% | +318.9% |
| 3Y | +211.2% | +46.9% | +164.2% | +151.8% |
| 5Y | +34.8% | +47.6% | -12.8% | +7.6% |
| 10Y | +286.5% | +114.5% | +172.1% | +203.9% |
| All | +286.5% | +110.4% | +176.2% | +203.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling