+235.5%
MXL vs FE
+144.7%
+90.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.8% |
| 7D | +1.6% | +1.9% | -0.3% | +0.9% |
| 30D | -7.0% | -1.2% | -5.8% | -6.6% |
| 3M | -33.4% | +3.5% | -36.9% | -34.8% |
| 6M | +260.2% | -6.1% | +266.2% | +264.3% |
| YTD | +260.0% | +7.6% | +252.3% | +243.8% |
| 1Y | +303.5% | +11.9% | +291.6% | +277.9% |
| 3Y | +160.4% | +48.4% | +112.0% | +109.0% |
| 5Y | +14.7% | +44.8% | -30.1% | -7.9% |
| 10Y | +215.6% | +115.9% | +99.7% | +108.9% |
| All | +235.5% | +144.7% | +90.8% | +80.2% |
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 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