+303.5%
MXL vs FIVE
+66.7%
+236.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.1% | +0.4% | +4.1% |
| 7D | +1.6% | +4.3% | -2.6% | +0.4% |
| 30D | -7.0% | +12.5% | -19.5% | -10.1% |
| 3M | -33.4% | +31.2% | -64.6% | -38.0% |
| 6M | +260.2% | +14.4% | +245.8% | +235.8% |
| YTD | +260.0% | +33.9% | +226.1% | +194.8% |
| 1Y | +303.5% | +65.1% | +238.4% | +170.8% |
| All | +303.5% | +66.7% | +236.8% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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