+2,888.9%
MCD vs FLUT
+1,658.1%
+1,230.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +7.1% | -1.1% | +8.2% | +7.2% |
| 30D | +19.8% | +7.7% | +12.1% | +19.5% |
| 3M | +0.8% | -12.2% | +13.0% | +1.1% |
| 6M | -1.3% | -17.6% | +16.3% | -0.9% |
| YTD | -7.8% | -62.0% | +54.3% | -5.8% |
| 1Y | -5.0% | -62.3% | +57.3% | -3.0% |
| 3Y | +10.5% | -52.0% | +62.5% | +11.9% |
| 5Y | +22.0% | -51.8% | +73.7% | +22.7% |
| 10Y | +216.7% | -26.3% | +243.0% | +216.0% |
| All | +2,888.9% | +1,658.1% | +1,230.8% | +2,956.0% |
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