+364.9%
MXL vs FIGR
-3.1%
+368.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.6% | +12.2% | +8.6% |
| 7D | +18.9% | -3.0% | +21.9% | +19.6% |
| 30D | +0.3% | +13.7% | -13.3% | -3.0% |
| 3M | -8.0% | +23.9% | -31.9% | -12.5% |
| 6M | +341.2% | -8.4% | +349.7% | +336.9% |
| YTD | +327.8% | -14.6% | +342.4% | +315.6% |
| 1Y | +364.9% | +12.1% | +352.8% | +336.0% |
| All | +364.9% | -3.1% | +368.0% | +336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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