+2,054.3%
FLUT vs MKC
+621.4%
+1,432.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | -5.9% | +4.2% | -1.3% |
| 30D | +7.7% | -0.9% | +8.6% | +7.8% |
| 3M | -0.7% | +12.7% | -13.4% | -1.3% |
| 6M | -11.2% | -19.3% | +8.1% | -10.4% |
| YTD | -53.4% | -22.2% | -31.3% | -53.0% |
| 1Y | -65.8% | -23.3% | -42.4% | -65.4% |
| 3Y | -44.9% | -30.0% | -14.9% | -44.3% |
| 5Y | -49.7% | -33.8% | -15.9% | -49.1% |
| 10Y | -9.7% | +24.4% | -34.1% | -10.5% |
| All | +2,054.3% | +621.4% | +1,432.9% | +1,906.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling