+303.5%
MXL vs FFIV
+25.9%
+277.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.9% |
| 7D | +1.6% | -1.0% | +2.6% | +2.3% |
| 30D | -7.0% | -5.1% | -1.9% | -3.7% |
| 3M | -33.4% | -4.5% | -29.0% | -30.2% |
| 6M | +260.2% | +36.5% | +223.7% | +183.5% |
| YTD | +260.0% | +53.0% | +207.0% | +166.9% |
| 1Y | +303.5% | +24.2% | +279.3% | +216.2% |
| All | +303.5% | +25.9% | +277.6% | +216.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling