+34.8%
MXL vs FRSH
-72.6%
+107.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | +16.6% | -11.2% | +27.8% | +20.9% |
| 30D | +0.5% | -0.8% | +1.3% | -0.4% |
| 3M | -3.6% | +26.4% | -30.0% | -14.4% |
| 6M | +328.0% | +48.4% | +279.6% | +254.0% |
| YTD | +297.8% | -3.1% | +300.9% | +278.1% |
| 1Y | +339.4% | -8.7% | +348.1% | +328.0% |
| 3Y | +201.7% | -45.8% | +247.5% | +244.7% |
| All | +34.8% | -72.6% | +107.4% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling