+198.3%
MXL vs FFIV
+386.8%
-188.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.7% | -2.7% | -3.8% |
| 7D | +13.4% | -0.5% | +14.0% | +14.1% |
| 30D | -29.2% | -32.4% | +3.2% | -12.1% |
| 3M | -27.2% | -25.7% | -1.5% | -14.1% |
| 6M | -36.4% | -13.5% | -22.9% | -31.0% |
| YTD | +220.0% | +21.1% | +198.9% | +190.6% |
| 1Y | +304.8% | +29.4% | +275.4% | +254.2% |
| 3Y | +238.5% | +94.9% | +143.6% | +140.7% |
| 5Y | -18.8% | +34.7% | -53.5% | -29.5% |
| 10Y | +163.1% | +119.0% | +44.1% | +79.4% |
| All | +198.3% | +386.8% | -188.5% | +32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling