-49.8%
FLUT vs MXL
-19.3%
-30.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.5% |
| 7D | -0.7% | +13.4% | -14.1% | -2.0% |
| 30D | +9.3% | -29.2% | +38.5% | +11.8% |
| 3M | -17.5% | -27.2% | +9.7% | -16.8% |
| 6M | -14.6% | -36.4% | +21.8% | -15.5% |
| YTD | -62.3% | +220.0% | -282.3% | -73.3% |
| 1Y | -59.6% | +304.8% | -364.4% | -72.7% |
| 3Y | -45.3% | +238.5% | -283.8% | -66.3% |
| All | -49.8% | -19.3% | -30.5% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling