+17.0%
MXL vs FN
+289.0%
-272.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +3.6% |
| 7D | +1.6% | -1.7% | +3.3% | +2.8% |
| 30D | -7.0% | -22.0% | +15.0% | +8.9% |
| 3M | -33.4% | -43.0% | +9.6% | -3.3% |
| 6M | +260.2% | -27.7% | +287.9% | +346.0% |
| YTD | +260.0% | -10.5% | +270.5% | +286.6% |
| 1Y | +303.5% | +12.5% | +291.0% | +273.6% |
| 3Y | +160.4% | +153.8% | +6.6% | +42.7% |
| All | +17.0% | +289.0% | -272.1% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling