+189.4%
MXL vs FE
+48.5%
+140.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.7% | +6.7% | +5.8% |
| 7D | +15.5% | +0.6% | +14.8% | +15.7% |
| 30D | -11.3% | -2.1% | -9.2% | -11.9% |
| 3M | -16.1% | +2.6% | -18.7% | -15.3% |
| 6M | +323.0% | -6.8% | +329.8% | +321.9% |
| YTD | +281.5% | +6.9% | +274.7% | +283.3% |
| 1Y | +319.3% | +11.6% | +307.7% | +321.9% |
| 3Y | +189.4% | +47.7% | +141.7% | +185.7% |
| All | +189.4% | +48.5% | +140.9% | +185.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling