-8.1%
MCD vs FLUT
-62.9%
+54.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -2.9% |
| 7D | -1.9% | +4.5% | -6.5% | -2.3% |
| 30D | +16.6% | +9.2% | +7.4% | +15.7% |
| 3M | +0.9% | -13.7% | +14.6% | +1.5% |
| 6M | +1.5% | -9.0% | +10.5% | +1.8% |
| YTD | -8.3% | -60.2% | +51.9% | -5.3% |
| 1Y | -8.1% | -63.1% | +55.0% | -4.8% |
| All | -8.1% | -62.9% | +54.7% | -4.8% |
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