-80.3%
FIG vs MXL
+294.7%
-375.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.0% | -11.7% | -5.5% |
| 7D | -16.4% | +15.5% | -31.8% | -15.9% |
| 30D | -2.3% | -11.3% | +9.0% | -2.5% |
| 3M | +7.8% | -16.1% | +23.9% | +5.7% |
| 6M | -21.8% | +323.0% | -344.9% | -44.1% |
| YTD | -39.1% | +281.5% | -320.6% | -56.0% |
| 1Y | -56.6% | +319.3% | -375.9% | -70.6% |
| All | -80.3% | +294.7% | -375.0% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling