+193.4%
MCD vs FLUT
-26.8%
+220.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | +14.1% | +9.3% | +4.9% | +13.6% |
| 3M | +0.6% | -17.5% | +18.1% | +1.4% |
| 6M | 0.0% | -14.6% | +14.6% | +0.6% |
| YTD | -9.3% | -62.3% | +53.0% | -5.5% |
| 1Y | -9.3% | -59.6% | +50.3% | -5.8% |
| 3Y | +8.6% | -45.3% | +53.9% | +10.4% |
| 5Y | +21.9% | -50.4% | +72.3% | +22.7% |
| All | +193.4% | -26.8% | +220.3% | +194.9% |
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