+153.3%
MP vs FLUT
-44.8%
+198.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.6% | +1.8% |
| 7D | -2.9% | -1.6% | -1.2% | -2.6% |
| 30D | +13.8% | +7.7% | +6.1% | +12.0% |
| 3M | -16.7% | -0.7% | -16.0% | -17.8% |
| 6M | -11.5% | -11.2% | -0.3% | -10.6% |
| YTD | +7.9% | -53.4% | +61.4% | +30.3% |
| 1Y | -15.0% | -65.8% | +50.7% | +12.2% |
| All | +153.3% | -44.8% | +198.1% | +174.5% |
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