+2,905.3%
MCD vs FLUT
+1,685.4%
+1,219.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.8% |
| 7D | +8.0% | +4.8% | +3.3% | +7.9% |
| 30D | +19.6% | +8.8% | +10.8% | +19.3% |
| 3M | +2.2% | -10.7% | +12.9% | +2.4% |
| 6M | -1.1% | -19.7% | +18.6% | -0.7% |
| YTD | -7.2% | -61.4% | +54.2% | -5.3% |
| 1Y | -6.7% | -61.6% | +54.9% | -4.8% |
| 3Y | +11.6% | -51.4% | +63.0% | +12.9% |
| 5Y | +22.6% | -51.0% | +73.7% | +23.3% |
| 10Y | +218.4% | -25.2% | +243.6% | +217.6% |
| All | +2,905.3% | +1,685.4% | +1,219.9% | +2,971.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling