-28.0%
MXL vs FN
+170.4%
-198.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +11.7% | -0.7% | +3.2% |
| 7D | -27.1% | 0.0% | -27.1% | -26.3% |
| 30D | -54.2% | -34.3% | -19.9% | -38.5% |
| 3M | -29.9% | -39.9% | +9.9% | -0.1% |
| 6M | -39.5% | -51.8% | +12.4% | -0.3% |
| YTD | +182.2% | -28.1% | +210.3% | +259.2% |
| 1Y | +231.8% | -29.1% | +260.9% | +321.2% |
| 3Y | +195.9% | +102.4% | +93.5% | +88.9% |
| All | -28.0% | +170.4% | -198.4% | -64.7% |
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