+297.0%
MXL vs FTI
+57.1%
+239.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -3.4% | -7.8% | -8.5% |
| 7D | -24.3% | -9.7% | -14.7% | -18.1% |
| 30D | -46.1% | -8.2% | -37.9% | -42.2% |
| 3M | -21.8% | -7.8% | -14.0% | -15.8% |
| 6M | -27.2% | -13.4% | -13.8% | -18.2% |
| YTD | +226.2% | +45.1% | +181.1% | +158.7% |
| 1Y | +297.0% | +54.6% | +242.4% | +176.1% |
| All | +297.0% | +57.1% | +239.9% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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