+205.9%
MCD vs FLUT
-22.9%
+228.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -2.8% |
| 7D | -1.9% | +4.5% | -6.5% | -2.2% |
| 30D | +16.6% | +9.2% | +7.4% | +16.0% |
| 3M | +0.9% | -13.7% | +14.6% | +1.6% |
| 6M | +1.5% | -9.0% | +10.5% | +1.7% |
| YTD | -8.3% | -60.2% | +51.9% | -4.7% |
| 1Y | -8.1% | -63.1% | +55.0% | -4.3% |
| 3Y | +10.3% | -42.5% | +52.8% | +11.8% |
| 5Y | +23.4% | -47.6% | +71.0% | +23.9% |
| 10Y | +205.9% | -22.9% | +228.8% | +207.1% |
| All | +205.9% | -22.9% | +228.8% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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