+364.9%
MXL vs FTI
+89.7%
+275.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.5% | +6.9% |
| 7D | +18.9% | -4.4% | +23.2% | +22.4% |
| 30D | +0.3% | +1.5% | -1.2% | -0.3% |
| 3M | -8.0% | +8.2% | -16.2% | -13.0% |
| 6M | +341.2% | +18.8% | +322.4% | +292.6% |
| YTD | +327.8% | +71.7% | +256.1% | +206.5% |
| 1Y | +364.9% | +90.0% | +274.9% | +193.3% |
| All | +364.9% | +89.7% | +275.2% | +193.3% |
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