+215.3%
MXL vs FE
+145.7%
+69.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +33.1% | -0.3% | +33.4% | +33.2% |
| 30D | -33.5% | +3.9% | -37.4% | -34.7% |
| 3M | -20.7% | -0.1% | -20.6% | -21.0% |
| 6M | -35.9% | +6.1% | -41.9% | -38.0% |
| YTD | +238.3% | +8.1% | +230.2% | +221.2% |
| 1Y | +296.2% | +4.4% | +291.8% | +281.1% |
| 3Y | +254.1% | +49.0% | +205.1% | +183.5% |
| 5Y | -14.1% | +46.1% | -60.3% | -31.6% |
| 10Y | +178.1% | +122.6% | +55.5% | +81.2% |
| All | +215.3% | +145.7% | +69.6% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling