+303.5%
MXL vs FCUV
-81.1%
+384.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -13.7% | +19.2% | +5.4% |
| 7D | +1.6% | +62.8% | -61.2% | +2.2% |
| 30D | -7.0% | +66.5% | -73.5% | -6.1% |
| 3M | -33.4% | +459.9% | -493.4% | -30.1% |
| 6M | +260.2% | -12.4% | +272.5% | +277.5% |
| YTD | +260.0% | -47.5% | +307.5% | +284.2% |
| 1Y | +303.5% | -80.5% | +384.0% | +344.2% |
| All | +303.5% | -81.1% | +384.6% | +344.2% |
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