+231.8%
MXL vs FICO
-58.2%
+290.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +10.9% |
| 7D | -27.1% | -0.9% | -26.2% | -27.2% |
| 30D | -54.2% | +3.3% | -57.5% | -53.4% |
| 3M | -29.9% | -31.7% | +1.8% | -34.6% |
| 6M | -39.5% | -34.0% | -5.5% | -46.8% |
| YTD | +182.2% | -58.3% | +240.5% | +134.7% |
| 1Y | +231.8% | -57.9% | +289.8% | +173.9% |
| All | +231.8% | -58.2% | +290.0% | +173.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling