+171.5%
MXL vs FGI
-5.3%
+176.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.5% | -2.0% | +5.1% |
| 7D | +1.6% | +0.5% | +1.1% | +1.6% |
| 30D | -7.0% | +65.4% | -72.4% | -13.5% |
| 3M | -33.4% | +23.5% | -56.9% | -36.9% |
| 6M | +260.2% | +60.5% | +199.6% | +239.8% |
| YTD | +260.0% | +30.0% | +230.0% | +240.4% |
| 1Y | +303.5% | +82.1% | +221.4% | +282.2% |
| All | +171.5% | -5.3% | +176.8% | +170.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling