-8.6%
MCD vs FLUT
-64.7%
+56.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.1% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +16.0% | +5.0% | +11.0% | +15.5% |
| 3M | 0.0% | -16.4% | +16.4% | +0.8% |
| 6M | +0.9% | -14.6% | +15.5% | +1.6% |
| YTD | -8.7% | -61.9% | +53.2% | -5.4% |
| 1Y | -8.6% | -65.0% | +56.5% | -4.9% |
| All | -8.6% | -64.7% | +56.2% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling