+206.1%
MXL vs FND
-50.8%
+256.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | +16.6% | -5.1% | +21.7% | +18.5% |
| 30D | +0.5% | -22.5% | +23.0% | +9.0% |
| 3M | -3.6% | -5.0% | +1.4% | -4.1% |
| 6M | +328.0% | -21.5% | +349.6% | +354.6% |
| YTD | +297.8% | -23.0% | +320.8% | +322.1% |
| 1Y | +339.4% | -44.9% | +384.3% | +430.1% |
| All | +206.1% | -50.8% | +256.9% | +226.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling