+215.7%
MXL vs FFIV
+151.3%
+64.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.9% | +3.7% | +4.1% |
| 7D | +19.0% | +3.5% | +15.5% | +15.6% |
| 30D | +4.5% | -1.3% | +5.8% | +5.1% |
| 3M | -1.5% | +2.4% | -3.9% | -3.5% |
| 6M | +348.6% | +41.8% | +306.8% | +236.8% |
| YTD | +310.3% | +58.5% | +251.8% | +179.5% |
| 1Y | +344.7% | +24.3% | +320.4% | +265.0% |
| All | +215.7% | +151.3% | +64.4% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling