+283.5%
MXL vs FRMI
-79.6%
+363.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.3% | +0.2% | +5.1% |
| 7D | +1.6% | +2.4% | -0.8% | +1.5% |
| 30D | -7.0% | -17.3% | +10.3% | -5.9% |
| 3M | -33.4% | -17.2% | -16.3% | -31.8% |
| 6M | +260.2% | -43.4% | +303.5% | +281.4% |
| YTD | +260.0% | -36.0% | +296.0% | +277.0% |
| All | +283.5% | -79.6% | +363.1% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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