-66.2%
FLUT vs MCO
-7.2%
-59.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | +0.1% |
| 7D | -3.6% | -7.3% | +3.7% | +0.2% |
| 30D | -0.3% | -1.7% | +1.4% | +0.6% |
| 3M | -12.6% | +3.9% | -16.5% | -14.4% |
| 6M | -8.0% | +3.8% | -11.8% | -10.2% |
| YTD | -54.1% | -7.9% | -46.2% | -53.4% |
| All | -66.2% | -7.2% | -59.0% | -65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling