+255.6%
MXL vs FTI
+273.3%
-17.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.1% | +8.1% | +6.8% |
| 7D | +15.5% | -0.2% | +15.7% | +15.5% |
| 30D | -11.3% | +12.3% | -23.6% | -15.3% |
| 3M | -16.1% | +13.8% | -29.9% | -20.2% |
| 6M | +323.0% | +24.3% | +298.7% | +289.4% |
| YTD | +281.5% | +75.8% | +205.8% | +209.4% |
| 1Y | +319.3% | +99.6% | +219.7% | +224.2% |
| 3Y | +189.4% | +278.4% | -89.0% | +74.1% |
| 5Y | +26.0% | +1,168.7% | -1,142.7% | -52.9% |
| 10Y | +243.5% | +297.5% | -54.0% | +54.5% |
| All | +255.6% | +273.3% | -17.7% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling