+345.8%
MXL vs FIGR
+5.9%
+339.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.6% |
| 7D | +19.0% | +14.9% | +4.1% | +15.2% |
| 30D | +4.5% | +32.3% | -27.8% | -2.2% |
| 3M | -1.5% | +34.8% | -36.3% | -8.0% |
| 6M | +348.6% | +16.8% | +331.8% | +322.2% |
| YTD | +310.3% | -6.7% | +316.9% | +291.1% |
| All | +345.8% | +5.9% | +339.9% | +310.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling