-34.6%
MP vs FLUT
-63.1%
+28.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.7% | -5.0% |
| 7D | -12.5% | +4.2% | -16.7% | -12.6% |
| 30D | -23.3% | +8.0% | -31.3% | -23.5% |
| 3M | -24.4% | -22.1% | -2.3% | -24.2% |
| 6M | -45.8% | -21.7% | -24.1% | -45.6% |
| YTD | -28.9% | -62.0% | +33.0% | -18.9% |
| 1Y | -34.6% | -63.2% | +28.6% | -24.3% |
| All | -34.6% | -63.1% | +28.5% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling