+162.6%
FLUT vs MXL
+210.8%
-48.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.7% |
| 7D | -0.7% | +13.4% | -14.1% | -1.5% |
| 30D | +9.3% | -29.2% | +38.5% | +10.9% |
| 3M | -17.5% | -27.2% | +9.7% | -17.0% |
| 6M | -14.6% | -36.4% | +21.8% | -15.0% |
| YTD | -62.3% | +220.0% | -282.3% | -68.2% |
| 1Y | -59.6% | +304.8% | -364.4% | -66.8% |
| 3Y | -45.3% | +238.5% | -283.8% | -56.0% |
| 5Y | -50.4% | -18.8% | -31.6% | -57.4% |
| 10Y | -26.8% | +163.1% | -189.9% | -38.6% |
| All | +162.6% | +210.8% | -48.2% | +122.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling