+156.7%
MXL vs FICO
+544.0%
-387.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.7% | +11.0% | +12.6% |
| 7D | -8.8% | -0.1% | -8.8% | -8.7% |
| 30D | -41.9% | +8.4% | -50.3% | -44.9% |
| 3M | -25.4% | -30.5% | +5.1% | -19.4% |
| 6M | -44.0% | -35.7% | -8.3% | -42.0% |
| YTD | +220.8% | -57.2% | +278.0% | +299.1% |
| 1Y | +278.8% | -58.4% | +337.2% | +376.7% |
| 3Y | +249.4% | -24.8% | +274.3% | +169.3% |
| 5Y | -17.3% | +79.3% | -96.6% | -67.0% |
| 10Y | +156.7% | +531.6% | -374.9% | -55.8% |
| All | +156.7% | +544.0% | -387.2% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling