+149.9%
MXL vs FND
+57.3%
+92.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.7% | +8.2% | +7.9% |
| 7D | +19.0% | -0.8% | +19.8% | +19.1% |
| 30D | +4.5% | -19.6% | +24.1% | +14.7% |
| 3M | -1.5% | -4.3% | +2.8% | -2.1% |
| 6M | +348.6% | -20.4% | +369.1% | +378.6% |
| YTD | +310.3% | -21.9% | +332.1% | +337.6% |
| 1Y | +344.7% | -45.2% | +389.9% | +458.4% |
| 3Y | +211.2% | -49.2% | +260.4% | +277.8% |
| 5Y | +34.8% | -61.8% | +96.7% | +80.4% |
| All | +149.9% | +57.3% | +92.6% | +94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling