+1,297.1%
MCHP vs FLUT
+2,054.3%
-757.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.6% |
| 7D | +1.7% | -1.6% | +3.3% | +1.8% |
| 30D | -4.1% | +7.7% | -11.8% | -4.8% |
| 3M | -22.5% | -0.7% | -21.8% | -22.8% |
| 6M | +7.3% | -11.2% | +18.4% | +7.7% |
| YTD | +18.4% | -53.4% | +71.8% | +25.8% |
| 1Y | +18.1% | -65.8% | +83.9% | +29.0% |
| 3Y | -2.8% | -44.9% | +42.1% | +1.8% |
| 5Y | +5.5% | -49.7% | +55.2% | +9.1% |
| 10Y | +185.8% | -9.7% | +195.5% | +189.1% |
| All | +1,297.1% | +2,054.3% | -757.1% | +1,290.0% |
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