+303.5%
MXL vs FTI
+108.8%
+194.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.7% |
| 7D | +1.6% | +5.3% | -3.6% | -1.9% |
| 30D | -7.0% | +15.3% | -22.3% | -15.2% |
| 3M | -33.4% | +15.8% | -49.2% | -39.5% |
| 6M | +260.2% | +22.6% | +237.6% | +216.0% |
| YTD | +260.0% | +79.5% | +180.4% | +156.9% |
| 1Y | +303.5% | +102.0% | +201.5% | +162.4% |
| All | +303.5% | +108.8% | +194.7% | +162.4% |
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