+4.4%
MCHP vs FLUT
-48.5%
+52.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | +0.3% | -2.6% | +2.9% | +1.0% |
| 30D | -9.8% | +5.4% | -15.1% | -11.4% |
| 3M | -19.7% | -10.8% | -8.9% | -18.3% |
| 6M | +13.6% | -9.2% | +22.8% | +13.9% |
| YTD | +16.5% | -53.8% | +70.3% | +43.2% |
| 1Y | +15.7% | -66.0% | +81.7% | +56.1% |
| 3Y | 0.0% | -44.7% | +44.6% | +14.5% |
| 5Y | +4.4% | -50.6% | +55.0% | +9.6% |
| All | +4.4% | -48.5% | +52.9% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling