+254.1%
MP vs FLUT
-42.2%
+296.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.5% | +6.5% | +5.3% |
| 7D | -10.5% | -1.1% | -9.4% | -10.4% |
| 30D | -23.5% | +7.7% | -31.2% | -25.0% |
| 3M | -25.4% | -12.2% | -13.3% | -23.8% |
| 6M | -51.3% | -17.6% | -33.7% | -50.3% |
| YTD | -29.9% | -62.0% | +32.1% | -14.6% |
| 1Y | -31.8% | -62.3% | +30.4% | -16.9% |
| 3Y | +127.0% | -52.0% | +178.9% | +155.6% |
| 5Y | -3.3% | -51.8% | +48.5% | +3.5% |
| All | +254.1% | -42.2% | +296.3% | +286.2% |
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