+297.0%
MXL vs FRMI
-93.1%
+390.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -10.6% | -0.6% | -9.3% |
| 7D | -24.3% | -39.7% | +15.4% | -17.8% |
| 30D | -46.1% | -55.2% | +9.1% | -39.0% |
| 3M | -21.8% | -71.2% | +49.3% | -7.2% |
| 6M | -27.2% | -64.1% | +36.9% | -13.6% |
| YTD | +226.2% | -77.2% | +303.4% | +299.5% |
| 1Y | +297.0% | -93.2% | +390.2% | +493.9% |
| All | +297.0% | -93.1% | +390.1% | +493.9% |
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