-49.8%
FLUT vs MKC
-35.5%
-14.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.2% |
| 7D | -0.7% | -3.0% | +2.3% | -0.3% |
| 30D | +9.3% | +4.8% | +4.4% | +8.6% |
| 3M | -17.5% | -12.8% | -4.6% | -16.1% |
| 6M | -14.6% | +5.0% | -19.6% | -14.9% |
| YTD | -62.3% | -29.1% | -33.2% | -61.1% |
| 1Y | -59.6% | -26.4% | -33.2% | -58.6% |
| 3Y | -45.3% | -21.6% | -23.7% | -44.3% |
| All | -49.8% | -35.5% | -14.3% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling