-58.5%
FIG vs MXL
+366.1%
-424.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +7.5% | -2.8% | +5.1% |
| 7D | -3.8% | +18.9% | -22.7% | -3.0% |
| 30D | -2.3% | +0.3% | -2.6% | -2.1% |
| 3M | +20.0% | -8.0% | +28.0% | +18.7% |
| 6M | -16.7% | +341.2% | -357.9% | -37.3% |
| YTD | -37.9% | +327.8% | -365.7% | -53.9% |
| 1Y | -58.5% | +364.9% | -423.4% | -70.6% |
| All | -58.5% | +366.1% | -424.6% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling