+296.2%
MXL vs FGI
+51.2%
+245.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.8% | -2.3% |
| 7D | +33.1% | +13.5% | +19.6% | +31.3% |
| 30D | -33.5% | +17.1% | -50.6% | -34.7% |
| 3M | -20.7% | +78.0% | -98.7% | -32.4% |
| 6M | -35.9% | +46.4% | -82.3% | -44.5% |
| YTD | +238.3% | +47.7% | +190.5% | +193.7% |
| 1Y | +296.2% | +56.8% | +239.4% | +244.5% |
| All | +296.2% | +51.2% | +245.1% | +244.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling