-50.4%
FLUT vs MCO
+26.6%
-77.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | +0.2% |
| 7D | -3.6% | -7.3% | +3.7% | +0.4% |
| 30D | -0.3% | -1.7% | +1.4% | +0.6% |
| 3M | -12.6% | +3.9% | -16.5% | -14.6% |
| 6M | -8.0% | +3.8% | -11.8% | -9.9% |
| YTD | -54.1% | -7.9% | -46.2% | -52.4% |
| 1Y | -66.1% | -6.8% | -59.3% | -65.2% |
| 3Y | -45.0% | +40.9% | -86.0% | -55.1% |
| All | -50.4% | +26.6% | -77.0% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling