+313.3%
MXL vs FN
+3,620.5%
-3,307.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.4% | +4.2% |
| 7D | +1.6% | -1.7% | +3.3% | +2.4% |
| 30D | -7.0% | -22.0% | +15.0% | +4.1% |
| 3M | -33.4% | -43.0% | +9.6% | -12.7% |
| 6M | +260.2% | -27.7% | +287.9% | +323.7% |
| YTD | +260.0% | -10.5% | +270.5% | +284.7% |
| 1Y | +303.5% | +12.5% | +291.0% | +291.3% |
| 3Y | +160.4% | +153.8% | +6.6% | +82.7% |
| 5Y | +14.7% | +288.0% | -273.3% | -32.1% |
| 10Y | +215.6% | +906.4% | -690.8% | +42.7% |
| All | +313.3% | +3,620.5% | -3,307.2% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling