+178.8%
MXL vs FN
+763.2%
-584.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.5% | +0.9% |
| 7D | +33.1% | +20.8% | +12.3% | +18.8% |
| 30D | -33.5% | -17.3% | -16.2% | -23.5% |
| 3M | -20.7% | -38.1% | +17.5% | +9.2% |
| 6M | -35.9% | -44.2% | +8.4% | -4.6% |
| YTD | +238.3% | -22.3% | +260.6% | +306.1% |
| 1Y | +296.2% | -20.9% | +317.2% | +366.8% |
| 3Y | +254.1% | +111.1% | +143.0% | +124.8% |
| 5Y | -14.1% | +191.8% | -206.0% | -56.8% |
| All | +178.8% | +763.2% | -584.4% | -14.3% |
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