+224.0%
FLUT vs MXL
+249.5%
-25.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -2.6% |
| 7D | -1.6% | +1.6% | -3.3% | -1.8% |
| 30D | +7.7% | -7.0% | +14.7% | +8.0% |
| 3M | -0.7% | -33.4% | +32.7% | +0.3% |
| 6M | -11.2% | +260.2% | -271.3% | -24.6% |
| YTD | -53.4% | +260.0% | -313.4% | -60.6% |
| 1Y | -65.8% | +303.5% | -369.2% | -71.4% |
| 3Y | -44.9% | +160.4% | -205.4% | -54.4% |
| 5Y | -49.7% | +14.7% | -64.4% | -56.8% |
| 10Y | -9.7% | +215.6% | -225.3% | -23.7% |
| All | +224.0% | +249.5% | -25.5% | +176.7% |
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