-12.1%
MXL vs FIVE
+19.0%
-31.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -1.1% | +12.5% | +11.8% |
| 7D | +5.5% | -0.5% | +6.0% | +6.2% |
| 30D | -32.6% | +17.4% | -50.0% | -36.8% |
| 3M | -13.1% | +7.0% | -20.2% | -16.3% |
| 6M | -41.4% | +20.5% | -61.8% | -47.0% |
| YTD | +243.9% | +33.1% | +210.8% | +193.8% |
| 1Y | +305.1% | +67.1% | +238.0% | +212.8% |
| 3Y | +260.1% | +41.9% | +218.2% | +174.6% |
| 5Y | -12.1% | +21.1% | -33.1% | -26.3% |
| All | -12.1% | +19.0% | -31.1% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling