+45.0%
MXL vs FRSH
-72.5%
+117.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.4% | +7.5% |
| 7D | +18.9% | -6.6% | +25.5% | +21.4% |
| 30D | +0.3% | +2.1% | -1.8% | -1.4% |
| 3M | -8.0% | +29.0% | -37.0% | -18.9% |
| 6M | +341.2% | +48.6% | +292.6% | +264.7% |
| YTD | +327.8% | -2.9% | +330.8% | +306.4% |
| 1Y | +364.9% | -7.9% | +372.8% | +351.3% |
| 3Y | +229.2% | -46.5% | +275.7% | +278.0% |
| All | +45.0% | -72.5% | +117.5% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 5y: compounded portfolio wealth divided by compounded FRSH 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…
5y analysis · Full analysis span regression · 6 months rolling