+339.4%
MXL vs FFIV
+22.0%
+317.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -1.7% |
| 7D | +16.6% | +1.6% | +15.0% | +15.1% |
| 30D | +0.5% | -3.7% | +4.2% | +3.5% |
| 3M | -3.6% | +2.0% | -5.6% | -4.9% |
| 6M | +328.0% | +39.3% | +288.8% | +231.0% |
| YTD | +297.8% | +56.1% | +241.7% | +189.8% |
| 1Y | +339.4% | +22.0% | +317.4% | +253.1% |
| All | +339.4% | +22.0% | +317.4% | +253.1% |
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 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