-50.6%
FLUT vs MKC
-34.7%
-15.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -2.6% | -4.3% | +1.7% | -2.0% |
| 30D | +5.4% | -3.1% | +8.5% | +5.8% |
| 3M | -10.8% | +6.8% | -17.6% | -11.5% |
| 6M | -9.2% | -18.3% | +9.1% | -7.6% |
| YTD | -53.8% | -23.1% | -30.8% | -52.8% |
| 1Y | -66.0% | -23.7% | -42.3% | -65.2% |
| 3Y | -44.7% | -31.0% | -13.7% | -43.1% |
| 5Y | -50.6% | -33.5% | -17.1% | -48.0% |
| All | -50.6% | -34.7% | -15.9% | -48.0% |
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