-9.3%
FLUT vs MXL
+313.4%
-322.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.5% | -5.6% | +1.2% |
| 7D | +0.4% | +18.9% | -18.4% | -1.2% |
| 30D | +2.5% | +0.3% | +2.2% | +2.2% |
| 3M | -9.2% | -8.0% | -1.2% | -10.8% |
| 6M | -8.2% | +341.2% | -349.5% | -29.3% |
| YTD | -53.2% | +327.8% | -381.1% | -64.0% |
| 1Y | -65.6% | +364.9% | -430.5% | -73.9% |
| 3Y | -43.6% | +229.2% | -272.8% | -58.3% |
| 5Y | -50.3% | +42.8% | -93.1% | -60.6% |
| All | -9.3% | +313.4% | -322.7% | -31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling