+16.3%
MXL vs FGI
-69.8%
+86.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.9% | +4.1% | +5.9% |
| 7D | +15.5% | +5.2% | +10.3% | +15.0% |
| 30D | -11.3% | +65.2% | -76.5% | -18.4% |
| 3M | -16.1% | +30.2% | -46.3% | -21.6% |
| 6M | +323.0% | +87.8% | +235.2% | +288.1% |
| YTD | +281.5% | +32.5% | +249.1% | +254.0% |
| 1Y | +319.3% | +93.6% | +225.7% | +275.8% |
| 3Y | +189.4% | -2.6% | +192.0% | +165.2% |
| All | +16.3% | -69.8% | +86.1% | +18.2% |
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