+295.6%
MXL vs FICO
-39.3%
+334.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -16.7% | +22.2% | +1.7% |
| 7D | +1.6% | -19.2% | +20.8% | -2.7% |
| 30D | -7.0% | -14.6% | +7.6% | -9.5% |
| 3M | -33.4% | -20.1% | -13.3% | -36.8% |
| 6M | +260.2% | -36.3% | +296.5% | +233.3% |
| YTD | +260.0% | -44.9% | +304.8% | +231.3% |
| All | +295.6% | -39.3% | +334.8% | +257.2% |
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