+260.2%
MXL vs FE
-5.6%
+265.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +4.6% |
| 7D | +1.6% | +1.9% | -0.3% | +5.0% |
| 30D | -7.0% | -1.2% | -5.8% | -9.3% |
| 3M | -33.4% | +3.5% | -36.9% | -26.7% |
| 6M | +260.2% | -6.1% | +266.2% | +242.2% |
| All | +260.2% | -5.6% | +265.8% | +242.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling