-83.2%
FIG vs MXL
+231.0%
-314.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.4% | +8.2% | +2.7% |
| 7D | +3.4% | +13.4% | -10.0% | +3.7% |
| 30D | -9.5% | -29.2% | +19.8% | -10.6% |
| 3M | -26.2% | -27.2% | +1.0% | -26.8% |
| 6M | +2.7% | -36.4% | +39.1% | +0.3% |
| YTD | -48.0% | +220.0% | -268.0% | -62.6% |
| 1Y | -52.0% | +304.8% | -356.8% | -68.6% |
| All | -83.2% | +231.0% | -314.2% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling