+303.5%
MXL vs FTV
+21.5%
+281.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.6% |
| 7D | +1.6% | -4.6% | +6.2% | +2.0% |
| 30D | -7.0% | -7.2% | +0.2% | -6.6% |
| 3M | -33.4% | -7.3% | -26.1% | -33.0% |
| 6M | +260.2% | -1.6% | +261.8% | +251.8% |
| YTD | +260.0% | +3.3% | +256.6% | +237.8% |
| 1Y | +303.5% | +20.2% | +283.3% | +225.8% |
| All | +303.5% | +21.5% | +281.9% | +225.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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