-9.3%
FLUT vs MCO
+393.6%
-402.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | +0.4% | -3.8% | +4.2% | +1.6% |
| 30D | +2.5% | -0.4% | +2.9% | +2.7% |
| 3M | -9.2% | +7.7% | -17.0% | -11.2% |
| 6M | -8.2% | +7.0% | -15.2% | -9.9% |
| YTD | -53.2% | -6.4% | -46.8% | -52.5% |
| 1Y | -65.6% | -7.6% | -57.9% | -64.9% |
| 3Y | -43.6% | +43.2% | -86.8% | -48.3% |
| 5Y | -50.3% | +29.6% | -79.9% | -55.0% |
| All | -9.3% | +393.6% | -402.9% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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