+302.4%
MXL vs FTV
+80.7%
+221.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.2% | +7.2% |
| 7D | +18.9% | -4.0% | +22.8% | +23.1% |
| 30D | +0.3% | -11.0% | +11.3% | +11.2% |
| 3M | -8.0% | -8.4% | +0.4% | -3.4% |
| 6M | +341.2% | -2.6% | +343.8% | +331.2% |
| YTD | +327.8% | -0.6% | +328.4% | +301.2% |
| 1Y | +364.9% | +11.0% | +353.9% | +291.7% |
| 3Y | +229.2% | -6.3% | +235.6% | +230.6% |
| 5Y | +42.8% | -1.5% | +44.3% | +37.1% |
| All | +302.4% | +80.7% | +221.7% | +150.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling