+302.4%
MXL vs FLR
+19.7%
+282.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +7.2% |
| 7D | +18.9% | -3.5% | +22.3% | +20.2% |
| 30D | +0.3% | +4.2% | -3.8% | -1.2% |
| 3M | -8.0% | +8.1% | -16.1% | -9.5% |
| 6M | +341.2% | +21.5% | +319.7% | +311.8% |
| YTD | +327.8% | +36.8% | +291.1% | +283.8% |
| 1Y | +364.9% | +31.2% | +333.7% | +322.9% |
| 3Y | +229.2% | +53.9% | +175.3% | +179.9% |
| 5Y | +42.8% | +243.0% | -200.3% | -3.5% |
| All | +302.4% | +19.7% | +282.7% | +164.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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