+189.4%
MXL vs FIVE
+59.0%
+130.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +5.8% |
| 7D | +15.5% | +3.7% | +11.8% | +14.3% |
| 30D | -11.3% | +4.0% | -15.3% | -12.5% |
| 3M | -16.1% | +36.2% | -52.3% | -23.8% |
| 6M | +323.0% | +18.0% | +305.0% | +294.6% |
| YTD | +281.5% | +34.9% | +246.6% | +239.9% |
| 1Y | +319.3% | +67.9% | +251.4% | +247.5% |
| 3Y | +189.4% | +57.3% | +132.1% | +95.7% |
| All | +189.4% | +59.0% | +130.3% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling