+160.6%
MXL vs FND
+56.5%
+104.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +7.1% |
| 7D | +18.9% | -5.8% | +24.6% | +21.9% |
| 30D | +0.3% | -20.2% | +20.5% | +10.6% |
| 3M | -8.0% | -12.0% | +3.9% | -5.1% |
| 6M | +341.2% | -18.5% | +359.7% | +365.9% |
| YTD | +327.8% | -22.3% | +350.1% | +357.6% |
| 1Y | +364.9% | -47.6% | +412.5% | +497.3% |
| 3Y | +229.2% | -49.8% | +279.0% | +301.9% |
| 5Y | +42.8% | -63.0% | +105.7% | +93.8% |
| All | +160.6% | +56.5% | +104.1% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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