-19.1%
MXL vs FN
+169.4%
-188.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.3% | +1.9% | -0.4% |
| 7D | +13.4% | +0.3% | +13.2% | +13.7% |
| 30D | -29.2% | -16.5% | -12.7% | -18.6% |
| 3M | -27.2% | -42.1% | +14.9% | +6.5% |
| 6M | -36.4% | -52.9% | +16.5% | +7.5% |
| YTD | +220.0% | -28.0% | +248.0% | +308.3% |
| 1Y | +304.8% | -18.5% | +323.3% | +375.5% |
| 3Y | +238.5% | +93.9% | +144.6% | +122.6% |
| All | -19.1% | +169.4% | -188.5% | -60.5% |
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