+243.5%
MXL vs FN
+882.3%
-638.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.2% | +3.8% | +4.7% |
| 7D | +15.5% | +3.5% | +11.9% | +13.1% |
| 30D | -11.3% | -26.0% | +14.7% | +6.4% |
| 3M | -16.1% | -33.3% | +17.1% | +9.9% |
| 6M | +323.0% | -14.9% | +338.0% | +374.6% |
| YTD | +281.5% | -8.6% | +290.1% | +302.5% |
| 1Y | +319.3% | +12.3% | +307.0% | +288.3% |
| 3Y | +189.4% | +174.4% | +15.0% | +53.3% |
| 5Y | +26.0% | +296.4% | -270.4% | -49.0% |
| 10Y | +243.5% | +890.0% | -646.5% | -9.0% |
| All | +243.5% | +882.3% | -638.8% | -9.0% |
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