-0.9%
MCHP vs FLUT
-42.9%
+42.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +0.3% | -2.6% | +2.9% | +0.9% |
| 30D | -9.8% | +5.4% | -15.1% | -11.2% |
| 3M | -19.7% | -10.8% | -8.9% | -18.3% |
| 6M | +13.6% | -9.2% | +22.8% | +14.1% |
| YTD | +16.5% | -53.8% | +70.3% | +47.9% |
| 1Y | +15.7% | -66.0% | +81.7% | +64.1% |
| All | -0.9% | -42.9% | +42.0% | +17.1% |
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