+3,980.8%
MCK vs FLUT
+2,023.5%
+1,957.3%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.2% |
| 7D | -4.4% | -3.6% | -0.8% | -4.3% |
| 30D | -2.2% | -0.3% | -1.9% | -2.2% |
| 3M | +11.6% | -12.6% | +24.2% | +11.7% |
| 6M | -4.9% | -8.0% | +3.0% | -4.9% |
| YTD | +7.7% | -54.1% | +61.8% | +8.7% |
| 1Y | +25.2% | -66.1% | +91.3% | +26.9% |
| 3Y | +112.1% | -45.0% | +157.2% | +112.7% |
| 5Y | +345.8% | -51.2% | +397.1% | +345.0% |
| 10Y | +439.7% | -11.0% | +450.7% | +430.2% |
| All | +3,980.8% | +2,023.5% | +1,957.3% | +3,810.6% |
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 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