-2.4%
MXL vs FGI
-74.8%
+72.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -25.2% | +19.8% | -3.6% |
| 7D | +13.4% | -14.4% | +27.8% | +14.5% |
| 30D | -29.2% | -11.8% | -17.5% | -28.8% |
| 3M | -27.2% | -46.2% | +19.0% | -24.8% |
| 6M | -36.4% | +5.2% | -41.6% | -40.4% |
| YTD | +220.0% | +10.5% | +209.5% | +198.7% |
| 1Y | +304.8% | +25.5% | +279.3% | +274.4% |
| 3Y | +238.5% | -16.0% | +254.5% | +211.2% |
| All | -2.4% | -74.8% | +72.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling