+302.4%
MXL vs FCUV
-98.6%
+401.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.3% | +4.3% | +7.5% |
| 7D | +18.9% | -66.5% | +85.3% | +19.0% |
| 30D | +0.3% | +5.0% | -4.6% | +0.2% |
| 3M | -8.0% | +63.8% | -71.8% | -9.1% |
| 6M | +341.2% | -67.8% | +409.1% | +338.3% |
| YTD | +327.8% | -82.4% | +410.2% | +326.1% |
| 1Y | +364.9% | -94.7% | +459.6% | +365.7% |
| 3Y | +229.2% | -99.3% | +328.5% | +229.1% |
| 5Y | +42.8% | -99.9% | +142.6% | +43.1% |
| All | +302.4% | -98.6% | +401.0% | +274.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling