+257.8%
MXL vs FIVE
+40.2%
+217.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.2% |
| 7D | +33.1% | +2.4% | +30.6% | +32.3% |
| 30D | -33.5% | +15.8% | -49.3% | -36.1% |
| 3M | -20.7% | +3.8% | -24.5% | -22.0% |
| 6M | -35.9% | +18.5% | -54.4% | -39.9% |
| YTD | +238.3% | +31.2% | +207.1% | +203.4% |
| 1Y | +296.2% | +61.8% | +234.4% | +231.5% |
| All | +257.8% | +40.2% | +217.5% | +146.3% |
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