+264.6%
MP vs FLUT
-41.6%
+306.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.1% | -3.5% |
| 7D | -3.6% | -1.5% | -2.2% | -3.3% |
| 30D | -21.0% | +3.4% | -24.4% | -21.7% |
| 3M | -33.3% | -12.5% | -20.8% | -31.8% |
| 6M | -45.9% | -18.5% | -27.5% | -44.7% |
| YTD | -27.8% | -61.6% | +33.8% | -12.2% |
| 1Y | -43.2% | -64.1% | +20.9% | -29.9% |
| 3Y | +144.0% | -44.5% | +188.5% | +166.3% |
| 5Y | -6.1% | -51.3% | +45.2% | +0.3% |
| All | +264.6% | -41.6% | +306.2% | +296.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling