+1,271.9%
MXL vs FIVE
+862.5%
+409.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -36.4% |
| 3M | -13.1% | +7.0% | -20.2% | -16.0% |
| 6M | -41.4% | +20.5% | -61.8% | -46.4% |
| YTD | +243.9% | +33.1% | +210.8% | +200.2% |
| 1Y | +305.1% | +67.1% | +238.0% | +224.9% |
| 3Y | +260.1% | +41.9% | +218.2% | +181.9% |
| 5Y | -12.1% | +21.1% | -33.1% | -28.6% |
| 10Y | +182.8% | +518.8% | -336.0% | +46.1% |
| All | +1,271.9% | +862.5% | +409.3% | +458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling