+238.5%
MXL vs FE
+50.7%
+187.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -4.9% |
| 7D | +13.4% | +1.2% | +12.2% | +14.0% |
| 30D | -29.2% | +4.5% | -33.8% | -27.6% |
| 3M | -27.2% | +1.3% | -28.6% | -26.4% |
| 6M | -36.4% | +8.7% | -45.1% | -34.2% |
| YTD | +220.0% | +9.2% | +210.8% | +226.2% |
| 1Y | +304.8% | +7.0% | +297.8% | +311.7% |
| 3Y | +238.5% | +51.4% | +187.1% | +228.6% |
| All | +238.5% | +50.7% | +187.8% | +228.6% |
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