-11.0%
FLUT vs MKC
+29.3%
-40.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.6% |
| 7D | -3.6% | -2.8% | -0.8% | -3.4% |
| 30D | -0.3% | -3.4% | +3.0% | -0.1% |
| 3M | -12.6% | +3.8% | -16.4% | -12.9% |
| 6M | -8.0% | -17.9% | +9.9% | -7.0% |
| YTD | -54.1% | -23.6% | -30.5% | -53.5% |
| 1Y | -66.1% | -23.1% | -43.0% | -65.7% |
| 3Y | -45.0% | -31.5% | -13.5% | -44.1% |
| 5Y | -51.2% | -33.1% | -18.1% | -50.5% |
| All | -11.0% | +29.3% | -40.3% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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