+220.6%
MXL vs FE
+145.9%
+74.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.3% | +11.3% |
| 7D | +5.5% | -0.4% | +5.8% | +5.6% |
| 30D | -32.6% | +3.6% | -36.2% | -33.8% |
| 3M | -13.1% | +0.3% | -13.5% | -13.6% |
| 6M | -41.4% | +6.4% | -47.8% | -43.5% |
| YTD | +243.9% | +8.1% | +235.8% | +226.5% |
| 1Y | +305.1% | +4.6% | +300.5% | +289.4% |
| 3Y | +260.1% | +49.1% | +210.9% | +188.2% |
| 5Y | -12.1% | +46.1% | -58.2% | -29.9% |
| 10Y | +182.8% | +122.7% | +60.1% | +84.2% |
| All | +220.6% | +145.9% | +74.7% | +71.1% |
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