+134.5%
MCHP vs FLUT
-26.8%
+161.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | +5.7% | -0.7% | +6.4% | +5.8% |
| 30D | -13.4% | +9.3% | -22.7% | -15.0% |
| 3M | -20.1% | -17.5% | -2.6% | -18.0% |
| 6M | -35.5% | -14.6% | -20.9% | -34.9% |
| YTD | -1.6% | -62.3% | +60.7% | +16.2% |
| 1Y | +15.5% | -59.6% | +75.1% | +34.4% |
| 3Y | -13.2% | -45.3% | +32.1% | -3.9% |
| 5Y | -17.5% | -50.4% | +32.9% | -10.9% |
| All | +134.5% | -26.8% | +161.4% | +175.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling