+238.5%
MXL vs FFIV
+95.4%
+143.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -3.1% |
| 7D | +13.4% | -0.5% | +14.0% | +14.4% |
| 30D | -29.2% | -32.4% | +3.2% | -4.1% |
| 3M | -27.2% | -25.7% | -1.5% | -9.1% |
| 6M | -36.4% | -13.5% | -22.9% | -30.5% |
| YTD | +220.0% | +21.1% | +198.9% | +167.7% |
| 1Y | +304.8% | +29.4% | +275.4% | +220.1% |
| 3Y | +238.5% | +94.9% | +143.6% | +131.6% |
| All | +238.5% | +95.4% | +143.1% | +131.6% |
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