-43.5%
FLUT vs MKC
-30.6%
-12.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +3.8% | -4.3% | +8.2% | +4.5% |
| 30D | +6.3% | -2.0% | +8.3% | +6.6% |
| 3M | -4.0% | +10.0% | -14.0% | -5.2% |
| 6M | -10.3% | -18.5% | +8.2% | -8.7% |
| YTD | -53.2% | -22.4% | -30.7% | -52.1% |
| 1Y | -65.0% | -23.6% | -41.4% | -64.2% |
| All | -43.5% | -30.6% | -12.9% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling