-12.1%
MXL vs FE
+47.0%
-59.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.3% | +11.4% |
| 7D | +5.5% | -0.4% | +5.8% | +5.5% |
| 30D | -32.6% | +3.6% | -36.2% | -32.7% |
| 3M | -13.1% | +0.3% | -13.5% | -13.1% |
| 6M | -41.4% | +6.4% | -47.8% | -41.8% |
| YTD | +243.9% | +8.1% | +235.8% | +236.2% |
| 1Y | +305.1% | +4.6% | +300.5% | +298.5% |
| 3Y | +260.1% | +49.1% | +210.9% | +209.6% |
| 5Y | -12.1% | +46.1% | -58.2% | -26.3% |
| All | -12.1% | +47.0% | -59.1% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling