+206.1%
MXL vs FTI
+264.2%
-58.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.2% | -1.5% |
| 7D | +16.6% | -5.6% | +22.3% | +20.2% |
| 30D | +0.5% | +0.4% | +0.1% | +0.5% |
| 3M | -3.6% | +8.1% | -11.7% | -7.8% |
| 6M | +328.0% | +16.7% | +311.3% | +294.0% |
| YTD | +297.8% | +70.0% | +227.9% | +205.1% |
| 1Y | +339.4% | +85.4% | +254.0% | +222.8% |
| All | +206.1% | +264.2% | -58.1% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling