-44.3%
FLUT vs MXL
+209.6%
-253.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.5% | -8.9% | -1.9% |
| 7D | -2.6% | +19.0% | -21.6% | -3.9% |
| 30D | +5.4% | +4.5% | +0.9% | +4.8% |
| 3M | -10.8% | -1.5% | -9.2% | -12.9% |
| 6M | -9.2% | +348.6% | -357.8% | -31.1% |
| YTD | -53.8% | +310.3% | -364.1% | -64.6% |
| 1Y | -66.0% | +344.7% | -410.7% | -74.4% |
| All | -44.3% | +209.6% | -253.8% | -60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling