+182.8%
MXL vs FN
+850.1%
-667.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.9% | +5.5% | +7.7% |
| 7D | +5.5% | +8.0% | -2.6% | +2.2% |
| 30D | -32.6% | -19.1% | -13.5% | -21.6% |
| 3M | -13.1% | -29.8% | +16.7% | +10.8% |
| 6M | -41.4% | -43.2% | +1.8% | -13.8% |
| YTD | +243.9% | -18.9% | +262.9% | +302.3% |
| 1Y | +305.1% | -17.9% | +322.9% | +365.9% |
| 3Y | +260.1% | +120.1% | +139.9% | +122.7% |
| 5Y | -12.1% | +206.7% | -218.8% | -57.1% |
| 10Y | +182.8% | +804.7% | -621.9% | -16.1% |
| All | +182.8% | +850.1% | -667.3% | -16.1% |
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