+13.3%
MCD vs FLUT
-44.6%
+57.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.2% |
| 7D | +7.3% | -1.5% | +8.7% | +7.4% |
| 30D | +20.0% | +3.4% | +16.5% | +19.7% |
| 3M | +3.8% | -12.5% | +16.3% | +4.4% |
| 6M | +3.8% | -18.5% | +22.2% | +4.5% |
| YTD | -5.9% | -61.6% | +55.8% | -2.3% |
| 1Y | -3.2% | -64.1% | +60.9% | +0.6% |
| 3Y | +13.3% | -44.5% | +57.7% | +16.8% |
| All | +13.3% | -44.6% | +57.9% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling