+255.6%
MXL vs FLR
+44.4%
+211.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.2% | +5.7% |
| 7D | +15.5% | +0.7% | +14.8% | +15.1% |
| 30D | -11.3% | -0.7% | -10.6% | -11.2% |
| 3M | -16.1% | +14.3% | -30.4% | -19.1% |
| 6M | +323.0% | +25.6% | +297.4% | +286.7% |
| YTD | +281.5% | +42.9% | +238.7% | +232.2% |
| 1Y | +319.3% | +38.7% | +280.6% | +269.0% |
| 3Y | +189.4% | +61.8% | +127.6% | +135.2% |
| 5Y | +26.0% | +254.1% | -228.1% | -22.6% |
| 10Y | +243.5% | +20.0% | +223.4% | +146.5% |
| All | +255.6% | +44.4% | +211.2% | +121.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling