+26.0%
MXL vs FIVE
+38.7%
-12.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.7% | +5.3% | +5.7% |
| 7D | +15.5% | +3.7% | +11.8% | +13.8% |
| 30D | -11.3% | +4.0% | -15.3% | -12.9% |
| 3M | -16.1% | +36.2% | -52.3% | -26.7% |
| 6M | +323.0% | +18.0% | +305.0% | +283.9% |
| YTD | +281.5% | +34.9% | +246.6% | +225.9% |
| 1Y | +319.3% | +67.9% | +251.4% | +225.5% |
| 3Y | +189.4% | +57.3% | +132.1% | +108.7% |
| 5Y | +26.0% | +39.5% | -13.5% | -2.7% |
| All | +26.0% | +38.7% | -12.7% | -2.7% |
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 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