+274.2%
MXL vs FFIV
+238.2%
+36.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -1.8% |
| 7D | +16.6% | +1.6% | +15.0% | +15.3% |
| 30D | +0.5% | -3.7% | +4.2% | +3.1% |
| 3M | -3.6% | +2.0% | -5.6% | -5.1% |
| 6M | +328.0% | +39.3% | +288.8% | +235.2% |
| YTD | +297.8% | +56.1% | +241.7% | +182.9% |
| 1Y | +339.4% | +22.0% | +317.4% | +273.6% |
| 3Y | +201.7% | +148.2% | +53.5% | +51.1% |
| 5Y | +32.8% | +96.3% | -63.6% | -20.8% |
| All | +274.2% | +238.2% | +36.1% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling