+110.7%
MCK vs FLUT
-42.2%
+152.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.1% |
| 7D | -2.9% | +0.4% | -3.4% | -2.9% |
| 30D | +0.4% | +2.5% | -2.1% | +0.6% |
| 3M | +12.1% | -9.2% | +21.3% | +11.8% |
| 6M | -5.4% | -8.2% | +2.8% | -5.7% |
| YTD | +7.8% | -53.2% | +61.0% | +3.8% |
| 1Y | +22.9% | -65.6% | +88.5% | +17.0% |
| 3Y | +110.7% | -43.6% | +154.3% | +110.4% |
| All | +110.7% | -42.2% | +152.9% | +110.4% |
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 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