+195.9%
MXL vs FICO
-24.3%
+220.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.0% |
| 7D | -27.1% | -0.9% | -26.2% | -27.1% |
| 30D | -54.2% | +3.3% | -57.5% | -54.4% |
| 3M | -29.9% | -31.7% | +1.8% | -29.3% |
| 6M | -39.5% | -34.0% | -5.5% | -41.9% |
| YTD | +182.2% | -58.3% | +240.5% | +203.3% |
| 1Y | +231.8% | -57.9% | +289.8% | +254.1% |
| 3Y | +195.9% | -24.1% | +220.0% | +199.1% |
| All | +195.9% | -24.3% | +220.2% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling