+163.0%
MXL vs FICO
+2,613.5%
-2,450.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.2% |
| 7D | -27.1% | -0.9% | -26.2% | -26.9% |
| 30D | -54.2% | +3.3% | -57.5% | -56.1% |
| 3M | -29.9% | -31.7% | +1.8% | -23.7% |
| 6M | -39.5% | -34.0% | -5.5% | -38.1% |
| YTD | +182.2% | -58.3% | +240.5% | +253.2% |
| 1Y | +231.8% | -57.9% | +289.8% | +310.8% |
| 3Y | +195.9% | -24.1% | +220.0% | +137.9% |
| 5Y | -27.3% | +85.3% | -112.6% | -67.0% |
| 10Y | +159.9% | +520.3% | -360.4% | -36.8% |
| All | +163.0% | +2,613.5% | -2,450.5% | -74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling