-80.8%
FIG vs MXL
+311.5%
-392.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.5% |
| 7D | -12.2% | +16.6% | -28.8% | -11.7% |
| 30D | -11.0% | +0.5% | -11.4% | -10.9% |
| 3M | +11.9% | -3.6% | +15.5% | +9.2% |
| 6M | -21.9% | +328.0% | -349.9% | -43.5% |
| YTD | -40.8% | +297.8% | -338.6% | -57.1% |
| 1Y | -56.6% | +339.4% | -396.1% | -70.6% |
| All | -80.8% | +311.5% | -392.3% | -87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling