+235.5%
MXL vs FFIV
+514.9%
-279.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +6.0% | +5.8% |
| 7D | +1.6% | -1.0% | +2.6% | +2.1% |
| 30D | -7.0% | -5.1% | -1.9% | -4.8% |
| 3M | -33.4% | -4.5% | -29.0% | -31.4% |
| 6M | +260.2% | +36.5% | +223.7% | +206.4% |
| YTD | +260.0% | +53.0% | +207.0% | +186.1% |
| 1Y | +303.5% | +24.2% | +279.3% | +257.6% |
| 3Y | +160.4% | +137.2% | +23.2% | +65.4% |
| 5Y | +14.7% | +91.8% | -77.1% | -17.7% |
| 10Y | +215.6% | +215.2% | +0.4% | +78.7% |
| All | +235.5% | +514.9% | -279.4% | +30.2% |
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