-51.2%
FLUT vs MXL
+29.7%
-81.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.3% |
| 7D | -3.6% | +16.6% | -20.2% | -5.3% |
| 30D | -0.3% | +0.5% | -0.8% | -0.8% |
| 3M | -12.6% | -3.6% | -9.0% | -15.3% |
| 6M | -8.0% | +328.0% | -336.0% | -34.7% |
| YTD | -54.1% | +297.8% | -351.9% | -67.2% |
| 1Y | -66.1% | +339.4% | -405.5% | -76.4% |
| 3Y | -45.0% | +201.7% | -246.8% | -63.0% |
| 5Y | -51.2% | +32.8% | -84.0% | -60.0% |
| All | -51.2% | +29.7% | -81.0% | -60.0% |
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