+156.7%
MXL vs FN
+837.6%
-680.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +11.9% | +1.8% | +6.2% |
| 7D | -8.8% | +16.3% | -25.1% | -16.1% |
| 30D | -41.9% | -24.7% | -17.1% | -29.4% |
| 3M | -25.4% | -34.9% | +9.5% | -0.5% |
| 6M | -44.0% | -41.1% | -2.9% | -19.5% |
| YTD | +220.8% | -19.6% | +240.4% | +276.4% |
| 1Y | +278.8% | -18.5% | +297.3% | +336.9% |
| 3Y | +249.4% | +119.1% | +130.3% | +116.3% |
| 5Y | -17.3% | +206.9% | -224.3% | -59.7% |
| 10Y | +156.7% | +826.4% | -669.7% | -25.5% |
| All | +156.7% | +837.6% | -680.9% | -25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling