+15.5%
MCHP vs FLUT
-63.2%
+78.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.7% |
| 7D | +5.7% | -0.7% | +6.4% | +5.7% |
| 30D | -13.4% | +9.3% | -22.7% | -13.2% |
| 3M | -20.1% | -17.5% | -2.6% | -20.5% |
| 6M | -35.5% | -14.6% | -20.9% | -36.3% |
| YTD | -1.6% | -62.3% | +60.7% | +24.6% |
| 1Y | +15.5% | -59.6% | +75.1% | +38.4% |
| All | +15.5% | -63.2% | +78.7% | +38.4% |
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