+355.8%
MXL vs FRMI
-78.1%
+433.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +7.4% |
| 7D | +18.9% | +7.4% | +11.4% | +18.2% |
| 30D | +0.3% | -27.6% | +28.0% | +2.2% |
| 3M | -8.0% | -20.9% | +12.8% | -6.5% |
| 6M | +341.2% | -36.6% | +377.8% | +362.7% |
| YTD | +327.8% | -31.3% | +359.1% | +345.5% |
| All | +355.8% | -78.1% | +433.9% | +360.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling