+2,037.5%
FLUT vs MCO
+2,471.3%
-433.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -2.6% | -3.1% | +0.6% | -2.2% |
| 30D | +5.4% | -0.5% | +5.9% | +5.5% |
| 3M | -10.8% | +5.7% | -16.5% | -11.3% |
| 6M | -9.2% | +3.0% | -12.2% | -9.5% |
| YTD | -53.8% | -6.5% | -47.3% | -53.5% |
| 1Y | -66.0% | -5.8% | -60.2% | -65.8% |
| 3Y | -44.7% | +43.1% | -87.8% | -46.5% |
| 5Y | -50.6% | +29.5% | -80.1% | -52.3% |
| 10Y | -10.4% | +388.8% | -399.2% | -19.5% |
| All | +2,037.5% | +2,471.3% | -433.8% | +1,667.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling