+22.3%
MXL vs FLNC
-70.4%
+92.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.5% | +5.1% | +6.9% |
| 7D | +18.9% | -4.1% | +22.9% | +19.8% |
| 30D | +0.3% | -24.8% | +25.1% | +7.4% |
| 3M | -8.0% | -59.1% | +51.1% | +14.5% |
| 6M | +341.2% | -42.0% | +383.2% | +383.2% |
| YTD | +327.8% | -49.8% | +377.6% | +368.5% |
| 1Y | +364.9% | +43.1% | +321.8% | +271.7% |
| 3Y | +229.2% | -61.0% | +290.2% | +203.9% |
| All | +22.3% | -70.4% | +92.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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