+297.0%
MXL vs FCUV
-98.1%
+395.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -7.5% | -3.6% | -11.2% |
| 7D | -24.3% | -8.6% | -15.8% | -24.4% |
| 30D | -46.1% | -25.9% | -20.2% | -46.3% |
| 3M | -21.8% | -69.8% | +48.0% | -22.1% |
| 6M | -27.2% | -31.6% | +4.4% | -25.4% |
| YTD | +226.2% | -90.1% | +316.3% | +244.7% |
| 1Y | +297.0% | -98.0% | +395.0% | +394.3% |
| All | +297.0% | -98.1% | +395.1% | +394.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 1y: compounded portfolio wealth divided by compounded FCUV 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…
1y analysis · Full analysis span regression · 6 months rolling