+297.0%
MXL vs FN
-25.7%
+322.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -6.0% | -5.2% | -6.5% |
| 7D | -24.3% | -7.0% | -17.4% | -20.2% |
| 30D | -46.1% | -24.7% | -21.4% | -32.7% |
| 3M | -21.8% | -35.7% | +13.8% | +10.1% |
| 6M | -27.2% | -52.4% | +25.2% | +23.3% |
| YTD | +226.2% | -25.0% | +251.1% | +335.7% |
| 1Y | +297.0% | -25.7% | +322.7% | +426.5% |
| All | +297.0% | -25.7% | +322.7% | +426.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling