-14.0%
MXL vs FGI
-70.6%
+56.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.8% | +11.8% | +11.0% |
| 7D | -27.1% | -7.0% | -20.2% | -26.7% |
| 30D | -54.2% | -4.2% | -50.0% | -54.1% |
| 3M | -29.9% | +55.6% | -85.5% | -35.6% |
| 6M | -39.5% | -3.2% | -36.3% | -42.7% |
| YTD | +182.2% | +29.1% | +153.0% | +160.9% |
| 1Y | +231.8% | +51.0% | +180.9% | +203.8% |
| 3Y | +195.9% | +1.5% | +194.4% | +168.0% |
| All | -14.0% | -70.6% | +56.6% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling