+277.8%
MXL vs FTV
+89.3%
+188.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.8% | +6.7% | +6.7% |
| 7D | +15.5% | -0.4% | +15.9% | +15.7% |
| 30D | -11.3% | -8.3% | -3.0% | -4.3% |
| 3M | -16.1% | -7.4% | -8.7% | -13.0% |
| 6M | +323.0% | -1.2% | +324.2% | +309.0% |
| YTD | +281.5% | +2.7% | +278.8% | +248.1% |
| 1Y | +319.3% | +18.4% | +300.9% | +232.9% |
| 3Y | +189.4% | -2.0% | +191.4% | +179.4% |
| 5Y | +26.0% | +3.4% | +22.6% | +16.0% |
| 10Y | +243.5% | +78.5% | +165.0% | +107.6% |
| All | +277.8% | +89.3% | +188.5% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling