+863.1%
MXL vs FCUV
-95.9%
+958.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.0% |
| 7D | +16.6% | -72.0% | +88.6% | +16.7% |
| 30D | +0.5% | -8.0% | +8.5% | +0.4% |
| 3M | -3.6% | +66.3% | -69.9% | -4.5% |
| 6M | +328.0% | -75.3% | +403.3% | +326.4% |
| YTD | +297.8% | -83.0% | +380.8% | +296.7% |
| 1Y | +339.4% | -94.7% | +434.1% | +340.2% |
| 3Y | +201.7% | -99.3% | +301.0% | +201.8% |
| 5Y | +32.8% | -99.9% | +132.6% | +33.0% |
| 10Y | +274.8% | -98.6% | +373.4% | +272.6% |
| All | +863.1% | -95.9% | +958.9% | +869.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling