-63.2%
FLUT vs MXL
+276.5%
-339.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.1% | +8.8% | -2.3% |
| 7D | +4.2% | -24.3% | +28.5% | +4.3% |
| 30D | +8.0% | -46.1% | +54.1% | +8.5% |
| 3M | -22.1% | -21.8% | -0.3% | -22.3% |
| 6M | -21.7% | -27.2% | +5.5% | -23.4% |
| YTD | -62.0% | +226.2% | -288.1% | -71.5% |
| 1Y | -63.2% | +297.0% | -360.2% | -75.1% |
| All | -63.2% | +276.5% | -339.7% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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